They're being shot down with air defense missiles designed for helicopters, because that's the cheapest option we currently have.
Once RFPs, responses, and projects work their way to completion, everyone will have anti-drone air defense missiles that, while still expensive, will be better cost:capability calibrated.
The real difference that drone warfare seems to make is in persistence of ISR, which is why so much funding seems to be going into stealthy HALE platforms with stealthy networking and sensors (point to point and LPIR).
The correct lesson to take away from Ukraine seems to be that future battlefields will have key assets (tanks, ships, supply stores, HQs, etc) under threat to a greater depth behind front lines. And not because of a capability change (i.e. a drone can get there with a weapon), but because of a visibility change (a drone can loiter and identify the asset).
Creating a smoking hole in the ground at an arbitrary location is a capability most advanced militaries have had since the 1990s.
What's changed is the ability to find something valuable to place that hole on, at all times, anywhere, at a cost you can organically equip smaller units with.