Kjeld Jensen, from the drone centre at the University of South Denmark, accepts it is embarrassing that Denmark's vulnerabilities have been laid bare - but he believes the police and military acted appropriately.
"I wouldn't shoot down the drones if they are over an urban area or an airport," he says, "as they have to come down, and there'd be other fuel or batteries creating a fire, which is also a risk you have to take into account."
"You need to decide whether it's more dangerous than letting it fly around," says Peter Viggo Jakobsen, of the Royal Danish Defence College. "But it's not a sustainable situation and we need to come up with ideas."
Denmark's cautious approach is markedly different from Poland's since Russia's drone incursions there on 10 September.
This week, Polish Foreign Minister Radek Sikorski warned Moscow at the UN: "If another missile or plane crosses our territory without permission, intentionally or by accident, and is shot down and its wreckage falls on Nato territory, do not come here to complain. You have been warned."
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What Denmark and many of its neighbours lack is the kind of tools they need to bring down the drones.
The government recently announced plans for an "integrated layered air defence", along with investment in long-range precision weapons to hit enemy territory.
But that's of little use for Denmark's defences right now.
"From an engineering perspective it's so much easier to build a drone that can fly than to build something that can keep them from flying," Jensen, from the University of South Denmark, points out.
On Friday, Denmark will join several Nato allies and Ukraine to discuss the idea of erecting a "drone wall", proposed by European Commission President Ursula von der Leyen, to protect the EU's eastern borders.
The drones they will be discussing are more likely to focus on the kind of armed weapons that reached Polish airspace rather than the unarmed drones with bright lights seen over Denmark.
The aim is to create an early detection system, although again that may not have helped Denmark overnight if drones spotted over Jutland were launched locally.