According to the transcript of the radio conversation between the fighter jets and the operations control center, the instrument package on the balloon deployed radar chafe when the missile exploded (a little late) and then a parachute deployed on the instrument package. The fighter then marked the spot where the instruments went down with smoke.
I suspect the Navy has it all in hand or knows exactly where to look. It is under a mere 50ft of water.
A parachute? Then someone maybe was expecting to recover it somehow. If they recover it maybe they’ll tell the truth for once.