China Meteorological Administration release heaps of helium balloons each year, in fact I remember watching a documentary about them back in the 90s and CMA people were saying there's some trick to them because the skin have to be very light weight plastic so it's fragile and when you release it it looks like an upside down used condom all wrinkly because you are only suppose to fill them with a small amount of helium at release time, as when it ascends to the target altitude the air pressure will be very low and the balloon will expand to the full size then. If you fill it till it's round at release time it will burst very quickly.
Seems entirely possible that some of those balloons stay up longer than expected and drift all over the place with wind, and Americans are just overreacting again.
But still, the fact that this thing made it all the way to Montana before being detected is interesting, I wonder...
You know if you make them all out of plastic.