If you look at what it really is, it's really a UFO - Unidentified Flying Object. It's not identifiable, no one knows where it's from. It flew through the air - so it's a UFO.
I would much rather it be a UFO than some of the scarier options. What if it came from another country? Even though the missile doesn't appear to have caused any damage it would be an attack - or at least a show of aggression.
What are your thoughts. Is this just something everyone is blowing out of proportion, or do you honestly think there's a threat behind it?