Am I the only one who can picture thieves shooting these things out of the skies and running off with the packages?
I guess it's no different than following the UPS truck and taking the package after they've left, but intercepting a drone farther away (say, over a field somewhere) is probably less conspicuous.
I suspect during transit, the drones will be hundreds of meters up (partially to mitigate risk of what you describe, and also to stay as out-of-sight as possible), so you're looking at shooting a small moving target hundreds of meters above you. Seems like a non-issue for the most part unless large numbers of highly trained snipers decide to become package thieves.