We were aware of it when it was over Montana, which is a very sparsely-populated state. Is it really that hard to shoot something like this down over such a territory? I have no way of knowing, but I'd think they could bring it down without risk to human life. The main thing I'd worry about is that it might have some sort of unannounced payload that would be spread widely if it were exploded mid-air. But I didn't hear anyone talking about the risk of biological/chemical weapon possibilities as the reason to not bring it down sooner.

Look at it this way:

The US launches rockets primarily from Kennedy Space Center and Vandenberg AFB so they spend minimal time flying overland as they fly out to sea. This is so failures or aborts pose as little risk as possible to people on the ground.

China launches rockets from inland and have dropped failed and aborted rockets on its citizens on the ground numerous times.

So yes, it is "really that hard" to shoot something down without causing collateral harm on the ground. And yes, China gives less fucks about human life than the US does.

It’s not only the balloon you have to worry about, it’s the missles you shoot at it.

How would you know what’s on the balloon before you shot it down.