Nightime drones over New Jersey and adjacent states have become "a thing." Oddly enough, they aren't being at all stealthy, instead they have flashing red and green lights suggesting they want to be seen.
Government spokespeople tell us it isn't the government doing the flying, but also assure us they pose no danger. At least one of those two statements is false.
The only way the government knows there is no danger is that the aircraft are theirs. Because they intend the populace no harm they can tell us not to worry. Yet they repeatedly deny responsibility or knowledge of said aircraft.
Don't you wish the government wouldn't lie to us, especially not so blatantly?
(DrC takes off his pundit hat and puts on his science fiction hat.)
The drones could be a test of a system of "look down" criminal detection technology being conducted by a private firm developing such a system. Thus the government can deny responsibility, while knowing that because it is just "proof of concept" at this point, no actual actionable data is flowing to law enforcement agencies.
Testing over a relatively populated state like NJ makes sense if surveilling suburban areas at night is the intent. Otherwise doing the testing in unpopulated areas of Nevada would be logical.
If it were known to be such a system, I can imagine some of the more paranoid among us shooting at the flying objects. It's an eventuality the firm flying them would wish to avoid.
Another possibility is that some backyard tinkerer has created a flying device the size of a small car and is flying around in the dark because s/he hasn't bothered to get the relevant licenses, permits and insurance.
That would explain how no one has been able to detect its controlling radio signal, there is none. The creator is on board flying the craft. I hope this is the explanation.