This doesn't make sense to me. The government is more than thrilled to stir negative sentiment against every geopolitical competitor we have via the media, if this is one of said competitors drones then they obviously would know if it had been captured, and if you're concerned about public 'panic' - you already released the information anyhow.

You also have government planes doing loopity-loos around Langley with their public transponders turned on which shows a desire to make such actions publicly visible and available to literally anybody and everybody on the planet.