This evidently happened in north Texas, and not near the border. So I’m not sure of my guess. But maybe the balloon drifted over a cartel operation. Those guys don’t particularly like sightseers.
My first assumption was similar: they flew over folks who wanted to “discourage” observation of illegal activity, such as a marajuana farm, meth cook house, human trafficking operation, terrorist training camp... OK, that’s a bit overboard, but local LE should do drone surveillance of the area just in case.