It is suspicious circumstances to say the least.

Every image of these JLENS blimps show them anchored with a great many anchor ties, not just one (or a few). However, every report says it just "came loose" or "escaped it's tethering".

Conspiracy theory would probably speculate on some new tech being demoed or tested over Baltimore. These things are supposed to be for detecting missiles and high altitude planes, which would beg the question what one was doing blown up and ready to fly in Baltimore.