So you see embarrassment in that they have let him live?
Don't know, maybe ask one of the soon-to-be ex-Generals at the time?
Anyway, back to the OP's interesting question:
Can anybody shed light on the immediate response seen or they were involved in after this had occurred.
Incidentally, a more detailed account of the flight than that posted above, can be found here:
The Notorious Flight of Mathias Rust | History of Flight | Air & Space Magazine