There is what 25-50 Gepards? Range is what less than 10KM?
So they literally have to be at the right place at the right time to down a drone the size of a compact car.
Given the size of Ukraine-they simply do not have enough SOHRAD systems to down a shahed.
If you understand physics then a Shahed RCS object is not sufficiently getting detected via radar till about 30-50KM away from the radar source.
Don’t confuse search radar with targeting radar. Every country has early warning radar, but that doesn’t provide enough of data for targeting.
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Also do not discount the body of Shahed. It is very resilient to small arms fire due to body composition. This has been stated by Ukraine themselves where Shahed have continue flying after taking decent damage from large caliber rounds.