Where did it mention that they were unable to get imagery of the drones or recover one? If the thesis is that this may be a foreign incursion, I very much doubt that they’d broadcast that they’d captured one.
You also have government planes doing loopity-loos around Langley with their public transponders turned on which shows a desire to make such actions publicly visible and available to literally anybody and everybody on the planet.
See: The USS Liberty Incident.
Not saying that's what's going on here. But it is the exception to the rule you posit.