I know this is Hollywood magic thinking, but in the the spirit of no dumb questions, for an object like this, are there no capture devices besides just letting it crash?
I've had the same question, and it seems like there aren't really.
It's too high for helicopters or rotor drones so there's no kind of aircraft that can get their quickly and just hover next to it and retrieve it. (And sending an airship would be so slow and hard to control I'm not sure you could ever get it to reliably intercept in a reasonable amount of time.)
So since you've necessary got to launch something at speed, the only conceivable capture device would seem to necessarily involve 1) a missile to puncture and deflate the balloon/buoyant part, 2) a giant net to wrap the entire thing, and 3) a parachute attached to the net to let it down gently.
But I can't even begin to imagine how you'd get all three elements working together reliably, rather than interfering with each other.
Helicopters are really expensive and that's the only way I can think of getting a delta V low enough so the device, tether or aircraft doesn't shatter/snap on capture.
But more importantly, it sends a message - don't fuck with our airspace, we won't even send body bags