If they [the UK government] believed it to be aliens, then it many ways that would be folly.
However, UFO does stand for Unidentified Flying Object. That could be anything. Shooting it down incase there were terrorists on board makes sense.
The article in the link I posted says that they only fire at the UFO if it appears to pose a threat of some sort. Not sure what threat the one you are refering to posed as I haven't heard anything about it on the news.
I wish I had caught enough of the interview, but I never got the gentleman's name that was being interviewed. He was referring to "alien" UFO's, from what I gathered. I agree with your comment about UFO's in general, absolutely a sovereign government has that right. I would expect the US to do the same!