It's much more valuable to watch it, see what kind of scans are coming from it than to just shoot it down immediately. It is also a bargaining chip for those in international politics.
If you're going to shoot it down, it has the same value if you do it immediately or later (assuming any remote wiping/detonation), so either you're paranoid that it poses a legitimate threat or it's beneficial to not shoot it down immediately.
If you're going to shoot it down, it has the same value if you do it immediately or later (assuming any remote wiping/detonation), so either you're paranoid that it poses a legitimate threat or it's beneficial to not shoot it down immediately.