Missiles generally go from point A and then blow up point b. Are there any missiles that leave base, fly around for a bit trying to identify targets, and if they can't identify any targets then return home?
Some modern missiles can fly around to identify targets, but they can't return home. They can blow up harmlessly if nothing is a target, though. They can also dodge and weave the way FPV pilots do.
Obviously, "drone" has a much more expansive mission profile than "missile."