Seriously, you can make radar as sensitive as you need. The trouble is, the sky is full of stuff you’re not interested in - birds, wind blown plastic bags, hailstones, toy balloons, witches, Dorothy’s house, (well, OK, the last two are maybe a bit dubious - but you get the idea).
Military, security, and civil aviation radar are concerned with threats - threats to civil aircraft (or from civil aircraft), threats from hostile aircraft, missiles, and the like. They tend to be quite large.
So for maximum effect, you set your radar to detect big stuff, but to ignore the small stuff. Otherwise you’ll be overwhelmed with useless information about flying junk.
Have you ever noticed, on a sail boat, at the top of the mast, there’s a curious metal object, geometric, and about the size of a shoe box? It’s a radar reflector. It’s there because a sail boat, being mostly wood, canvas, and fibreglass, hardly shows up on radar at all. Organic materials don’t reflect radio waves very well. A balloon, being no more than a bag of gas, similarly has a very low radar signature. If anything is going to show up on radar, it will be the payload dangling from the balloon, not the balloon itself.
My point is, people could have been sending these balloons flying round the globe for the last 25 years, and nobody noticed. It’s only when you start actively looking for them, that you discover they’re all over the place.