Useful drones can be very light, and much less dangerous to people than, e.g., a tear-gas canister.
I don't recommend throwing tear-gas canister either.
Pro drones have lights and people can react in time, it's totally cool as long as you're not a cop. If you're a cop, you're not getting your drone back.
The "why do I not see more $40,000 nano drones in the protest videos" question would be fundamentally dumb one. It is charitable to assume that parent asked about affordable visible drones.