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@MeTheUnfiltered It's possible that it's been transmitting in real-time, so they already have all the data. I'd want it retrieved intact, if possible, to see what makes it tick. It's not exactly subtle or covert for spying, which is what's so bizarre about the whole thing.
@Clavius_42 Perhaps the spying function was secondary.
Perhaps the real mission was to test North American air defenses. The balloon, after all, got quite a ways into the midwest before being detected.