Why are Ukrainian drones difficult to intercept?

Ukrainian drone bombings in Moscow are equivalent to a Doolittle Raid on Tokyo—little damage but highly insulting.
Many netizens have raised questions: Moscow has the world's densest and most powerful air defense system, so why are Ukrainian drones hard to intercept?
Not only Russia finds it difficult to effectively intercept drones, even military powers like China and the United States still struggle to intercept small, low-altitude drones attacking.
The recent war between the US and Iran proves that Iran’s “little motorcycle” drones still manage to blow up American troops’ heads.
Effectively intercepting “low, slow, small” drone targets has always been a global challenge that troubles all major countries.
Low-altitude drones are hard to deal with mainly not because they are difficult to intercept, but because they are hard to detect coming from low altitude.
Shooting down “low, slow, small” drones with weapons is easy; the difficulty lies in detecting the drones in time.
Traditional Doppler radars tend to filter out such low-altitude, slow, small targets as clutter.
Detecting “low, slow, small” targets conflicts with radar warning sensitivity—it's a contradiction.
Setting the radar to be too sensitive results in a screen full of snow-like clutter signals, confusing the system.
Setting the radar to be less sensitive filters out both low, slow, small targets and clutter, making the screen very clear but of course unable to detect drones.
Only specialized air defense systems designed specifically for “low, slow, small” targets can effectively defend against drones, such as the dazzling array of “counter-drone” systems shown at major defense exhibitions.
However, such systems are very few in active service, and you can't possibly upgrade all traditional air defense systems at once. $BTC