Roger O,
Your rumour is fairly accurate in that there were attempts to secure it's location with a view to disabling it. Something explosive, fired form a airborne source, would seem to be the appropriate conduit for such activity - if they had found it.
These balloons (no not the 2 in the aeroplane looking for it !) start small but, being made of latex and with pressure changes at altitude, end up the size of a house, so you can see that they may not be the best thing to be floating about over [relatively] high density airspace.
It wasn't found, and cleared the problem area on it's own. Kinda makes you wonder how on earth they manage to put a missile through a window dunnit !!!
Roger T