the most significant fact about drones is precisely that they do not have pilots on board, so they are totally risk-free for the state or the person who own it.
I would not consider the downing of a drone totally risk free. The technology that goes into making a propulsion system miniature, stealth shape, or even the avionics can be adapted for cruise missiles. Even blown to little bits, many things such as alloys can be reverse engineered. These drones must have some kind of self-destruct system on board.