Why Do We Shoot Down Our Own Balloons?

Edward Snowden says maybe to cover up for the story that said that US is responsible for the Nordstrom pipeline. Maybe they want to try to put some sort of like an EMP into a weather balloon and detonate it or, you know, some some chemicals and detonate and let it let it rain down across. I don't know the answer. But what I do think about is why does the government all want us thinking about this balloon?