Mass hysteria, sightings of the Virgin Mary, the Emperor's New Clothes, false positives
How much evidence of a drone do we actually have? The police reported fifty sightings, but that's from people primed to believe that any dot in the sky must be the drone. There's a video on Twitter which the videographer claims shows the drone, but is actually just the police helicopter looking for the drone. The handful of photos and videos show a tiny dot, which could easily be a bird. As for the people who claim to have seen the drone in the hours of darkness (or even dark + rainy) - that's highly improbable. The drone itself has supernatural powers: unheard-of battery life, ability to fly in the rain, larger than anything commercial yet small enough to disappear untraced.
I believe this whole thing is a false positive. We've got the usual fear of new technology, jet-lagged passengers not thinking straight, and everyone primed to believe it's a drone. Nobody in officialdom is brave enough to point out that the Emperor isn't wearing any clothes, because the risk of being wrong is too great. There is simply no physical evidence that there was ever a drone.