“Embarrassing” how? Even if that’s what it is, I’m positive China doesn’t have clearance to float a 3-bus-sized “weather balloon” over U.S. tactical sites.
Embarrassing because every new channel has been calling it a spy balloon. The fact that they shot it down makes it appear to have been a significant threat to national security.
And it’s nearly an impossibility that a “weather balloon” from across the Pacific just happened to float over a remote Montana protected missile site.
If it’s just SUSPECTED of being a surveillance operation by a foreign government, you take action. It’s illegal and it doesn’t matter what it turns out to be.
Regardless of what the purpose of the balloon was, over time it is going to become an aviation hazard as it loses altitude over time. Removing it from the skies is a reasonable precaution while it can still be tracked.
The "spy" balloon may have been able to collect information besides visual info, so it could have been of some use for spying compared to satellites which mainly (totally?) collect visual info.
EDIT:
Also, the balloon kinda reminds me of the movie Nope (2022).