that is how defense shields work... shoot down the ones that will hit you or populated areas. misses aren’t targeted.
I'm not saying start another war, regime change, or any of that. I'm just saying we need to make it a policy to shoot back for a minute and communicate the message that attacking us is bad. An argument could be made that the September 11 attacks might not have happened had we made a habit of shooting back during the previous years as embassy after embassy was attacked in the Middle East and Africa.
The problem is that a miss will likely hit the locals as the embassy is in the middle of the Baghdad green zone. But that is a problem for the GoI to rein in their Iranian backed militants /militia units. However, some local jackass will say it’s the fault of the embassy being there in the first place that caused the attack and got regular people killed.