When missile like SCALP follows terrain, engagement cycle is short, and missile frequently masks behind foliage etc. Some of this "foliage"(high raises) you really don't want to hit by accident, unless you don't care about your own population.
It's a hard engagement to process, especially if you don't have very high mast for your FC radar. There are of course ways to raise it, but more than a few of them turn SAM into sitting duck, as you can't evacuate them fast (not necessary, but additional features as usual cost money).
If there's many of them doing penetration more or less simultaneously, chances to leak are very high.
Furthermore, HQ-9 until last Zhuhai (which doesn't mean deployment even in PLA, yet) simply didn't have a smaller interceptor(not that what they shown is really small, but at least it isn't SRBM under cover).
This means huge exploitable dead zone (over two miles), not that many interceptors available, and huge collateral concerns (if you want to check what 180kg warhead does when it accidentally hits residential highrise - check Ukraine).
Best way to counter - relatively short range missiles with moderate warhead. But since attacker choses flight paths - every such point needs quite a few interceptors, and you may need a lot of them
