If somebody starts sending thousands...the retaliation clearly isn't going to be against the balloons, but against the sender.
From wikipedia:
US GDP: USD$25 trillion
Chinese GDP: USD$18 trillion
Chinese GDP (PPP): USD$30 trillion
a much welcome subtle jab. lest we forget even the world's "most advanced army", or, at least the most populous / funded, still has the same error-prone monkeys as every other army
A plane moving hundreds of miles per hour is firing a missile traveling similar speeds at a fairly small object likely miles away that is heavily influenced by the strong winds. Comparatively, professional soccer players regularly miss the net.
The F16 and F22 are somewhere in the 110 to 160 knot range for stall speed. The balloon, for all practical purposes, is 0 knots. Shooting at something straight ahead that isn't moving while you're moving at 160 knots may pose some more challenges than locking into it with a missile.
A zero pressure balloon ( https://www.nasa.gov/scientific-balloons/types-of-balloons ) is roughly equal pressure on the inside and outside. These balloons do not "pop" as such when punctured and may cause additional hazards as they descend uncontrolled.
And then someone will complain. "If you're explaining yourself, you've already lost."