Well then how are we supposed to shoot them down? Not that we want to of course, but....
It’s a fascinating question, and while this is all speculative, one possibility is that these phenomena could vary in their nature. Some may be projections—like a movie screen but with an added layer of physicality or materiality that interacts with our reality in limited ways. Others might be entities or objects that are only partially penetrating our dimension, existing at the threshold of our physical reality. Still others could fully enter our dimension, appearing as tangible physical objects.
In cases where they appear to be ‘shot down,’ it’s possible those instances involve the latter—entities or objects that have completely manifested in our dimension, making them subject to physical forces and interactions. If they are projections or only partially in our reality, conventional attempts to ‘shoot them down’ might have little to no effect, as the methods we use to interact with solid objects wouldn’t apply in the same way.
This could also explain why some of these phenomena show up on radar while others do not, and why photos and videos of them are often of such poor quality—perhaps due to the partial or inconsistent nature of their manifestation in our dimension.
According to UFO lore the shoot-downs (two craft) actually did happen in the “Battle of LA”:
https://en.wikipedia.org/wiki/Battle_of_Los_Angeles
The lore claims that the craft were recovered at that time.
Hopefully we get to find out whether the “lore” is fact or fiction.
Well then how are we supposed to shoot them down? Not that we want to of course, but....
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No matter; there is a law that forbids the DOD from shooting them down. We are helpless at the moment, thanks to some lawmakers and bureaucrats.