Did they shoot it down?
If not, then why not?
The Russian aircraft were flying in international air space, so they had not yet violated the sovereign airspace of Canada or the United States. However, the Russian aircraft did penetrate the Air Defense Identification Zone (ADIZ) without an approved flight plan to do so, which made the Russian aircraft subject to military interception and escort until the Russian aircraft egressed the ADIZ.
ADIZ applies only to Commercial Planes. It began as a result of 9-11.