I don't know what thugs do for fun. I don't see why shooting a UAV would be any more fun or wise than taking an axe or chainsaw to a telephone pole to cut the power of a block you intend to commit a crime in. (Plus if you know what the UAVs are for, you know that your shooting will be heard and police can have a very short response time just from that. Add in redundant UAVs that fly higher and faster, you're not getting away.)
Another form of protection: they'd be less likely to shoot at something that shoots back. (Good luck making that legal for a private company though, even if the UAV managed 99% non-lethal accuracy!)
I think UAVs are impractical for other reasons (why not just put cameras everywhere instead of a fewer number of mobile cameras?), but I still don't think they'd be that much more a target for destruction than the electrical grid.