Not sure I agree entirely. A guy with a shotgun in a helicopter could of done it, both of which were available at Gatwick. The shot looses velocity quite rapidly so wouldn't do much damage on the ground. I guess you'd have to hope the drone didn't land on anything much.
I've been duck shooting and felt shot from shooters on the opposite side of the lake pattering down onto me and around me. I can't imagine a shotgun itself would present any real risk to those below, compared to the enormous distortion these drones caused.
Londoners mostly got though the Blitz ok with a million houses destroyed or damaged by bombs. We can handle the risk of a crappy drone crashing in someones garden. https://en.wikipedia.org/wiki/The_Blitz#No_collapse_of_moral...