Different types of missiles exist. A cruise missile (for which the Russians have a much better name - winged missile) can be confused with an airplane, as it is essentially a drone with a turbojet engine. A ballistic missile travelling at supersonic/hypersonic speeds is much easier to discriminate based on velocity alone. Also, those are usually tracked all the way from a launch site using infrared cameras on satellites. The European incursions were mostly cruise missiles and the Iranian mopeds (and at least one ballistic incident that was likely a Ukrainian air defense S-300 missile that the Ukrainians lost control of; this is another problem that happens every now and then to everyone).