Not to mention you need to account for the wind. Drones can actually fly really well in wind, and while obviously they won't be flying in strong winds, you never know if there'll be a gust.
In rural/suburban/residential districts the airspace is pretty darn clear above the treeline/buildings. Assuming you aren't next to a large airport, there is little to no air traffic, there's more wind but there's plenty of room, etc.
I couldn't tell from the video, but I'd assume they drop the entire string to prevent it from being snagged.
I predict that when drone delivery services are commonplace, there will be a community of drone hunting enthusiasts.
Probably not, at least in the US it's a federal crime: https://www.justice.gov/jm/criminal-resource-manual-2-aircra...
The drone is "small", can be transported and stored without it being visible, so it get's lots of points there. Also I'd be concerned about stupid people/assholes and the shiny new drone.
That said, Cameras+GPS, not to mention you don't want to steal the drone if it's delivering to you because it'd be kinda obvious.