I am confused how it managed to go through two NATO countries skies for over 600 KM in a state of heightened alert.
Being small, having a low RCS, and flying low enough to evade radar, means that most states probably had difficulties tracking it accurately. Romania claimed they saw it on radar for only 3 minutes. [1].
https://www.hotnews.ro/stiri-defense-25428132-drona-ucrainea...
Russia invested in Kalibr missiles so heavily for this exact reason.
- NATO is on a heightened state of alert, but that doesn't mean they will go around shooting down aircraft. It may have been observed on its trajectory, but not intercepted or simply not shot down.
- There has been repeated video of Ukrainian flown Byaktar drones conducting direct line of sight air strikes against large Russian air defense such as the BUK system. There is a possibility that low-observability features in drones are good and cheap enough that low cost drones are temporarily immune to alerted air defense. This could be due to both economics where the air defense missile costs to much to use it against a drone (less likely) or the air defense isn't designed to target small low-observability objects (more likely).
A Byaktar drone costs ~1 million dollars, you can buy 3-4 of them for the cost of the US Navies SM-6 missile for air defense.
I can imagine that 1980's equipment is trivial to jam these days for most armed forces.