Probably because it was quite a bit larger than usual, going by initial reports. What do you want the government to do, lie and pretend it's one of theirs?
It also helps that one side of the political spectrum were able to use it to cast doubt and blame at the other side of the spectrum
There is an enemy balloon flying in your sovereign space and all you could think about is it enables the other side of the politics? Would you say the same thing if its an enemy war plane. And there is no way to to tell which is which just because it looks cute and fluffy floating in the air.
I'm not from the US but at this rate your country doesn't need any external enemies.
Sadly right now social media bubbles seem to be fostering the whole "if you're not with me, then you're my enemy" mentality that used to be only the realm of extremists.
You realize that this isn’t all that novel a situation, right?