This article does a very good job on explaining why "just shoot them down" is not an easy option here in the US. Yes, we have restricted airspace here in the US but when they're obviously circling Langley Air Force Base and Plant 42 in Palmdale (with its ties to the B2 and B21 bombers) airspace restrictions are being laughably ignored.
https://www.wired.com/story/us-military-mystery-drones-response/
In Germany, they have experienced similar drone sightings near critical infrastructure and near air bases. The Germans aren't downplaying as here in the US and have come right out and stated it is most likely espionage activity for sabotage purposes.