The barrage balloons of WW-II had to be anchored very carefully to avoid having them go into the stratosphere. As the balloon expands (which it does when it goes higher) it will become more buoyant, not less so there is a positive feedback loop in there which usually ends in destruction unless you take precautions. Such anchoring requires very long cables, which makes them a bad choice to defend against jets.
So, the risks are non-zero and if one were to get sucked into a jet engine (especially the payload portion) the mayhem would be considerable, but they are so small that a 'notice to airmen' suffices unless you're operating very close to an airfield when you launch.
What is interesting about this incident is how far the balloon came down from where it was launched, it must have travelled for a long time, maybe even circumnavigated the globe more than once before landing.