Apparently, the police did consider shooting them down, but were worried about stray bullets. Perhaps they'll get a shotgun to use in future.
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That doesn't seem to inhibit them when they shoot at people in the streets, does it? I'm not criticising them for that, sometimes they have to shoot to incapacitate a potential killer.
But in an isolated rural area with almost no residents, they worry about stray bullets. Well. I rather think it was designed to give the impression that they really have seen one or more drones near enough that they could have fired at them. I'll believe that only if more evidence becomes available.