They are but the Ukrainians are making some serious inroads into the effectiveness of those drones and if they keep that up for a little while longer they will have near perfect ability to shoot them down. Essentially they've built hunter-killer drones that are sent off in the general direction of Shahed that then either succeed or fail in their mission. That success rate has been very steadily climbing over the last couple of months.

https://en.wikipedia.org/wiki/Sting_(drone)