Most likely, the Russians just shot the drone, or dropped ball bearings into its path and damaged it so severely that it could not return, so the controllers made the call to ditch it.
We have plenty more drones where that one came from. Forty million dollars per unit is pocket lint as the current war expenses go.
This is Russia taking out an unmanned US asset that was being used to assist Ukraine forces in the war against Russian forces. Not quite the same thing as shooting down an AWACS plane.
We are not going to escalate to WW-3 over a drone. Maybe not even over an AWACS. The Russians will do what they can to stop the US from assisting the Ukraine. I expect they will shoot down more of our drones. They might even start harassing AWACS in some way. Maybe with laser blinding shots from "unidentified militia forces" in ground locations.
The Russians will get much more aggressive against us if Russian forces start losing in a Ukraine counterattack. So far, that has not happened.
I agree most likely the drone was shot down. Order of events matters, though. Did the russkies fire at the drone or fire back at the drone?