There are Federal laws about shooting aircraft out of American airspace, particularly when there is no sign of problems, particularly over residential neighborhoods. Not that it cannot be done, but it certainly should not be done lightly or without sign of an actual threat. Right now this would be like shooting up the place because an acorn hit the roof.
So far people keep saying there are drones and showing pictures of items that are clearly not drones, so it may be that there isn't anything to shoot down.
As Ryan McBeth has pointed out, the dumbest part was the "mothership" off the coast, as if the USCG isn't 100% ready to go out and make a run at anything like that.
It bears pointing out that the Remote ID system requirement that the FAA dumped on hobbyists is a 100% failure as it hasn't done anything to preclude this situation, the exact one that it is purported to preclude, from happening. If it was working every drone sighted would have been broadcasting its own position and the position of the operator on the ground and police could go arrest them. Instead, 100% silence about RID. What about all those drone operator licenses that the FAA demanded were required for safety? No confidence in them either, apparently.