One plausible (though entirely speculative) explanation could be they wanted the US to react this way. Now we will waste our military resources responding to these balloons and they in turn will learn about our military readiness. They could be intentionally probing and start sending smaller and smaller balloons to figure out where our detection limit is. They could want to understand how information flows and decisions are made by our government and have already tapped into other intelligence signals that this pen test is helping them monitor.
Again all speculation. But my fundamental point is you don't know their intention to know if they erred.