So far russia launched over 57 000 Iranian/inspired shahed drones. They are like 6ft long drones with 40+ lbs payload with couple hundreds of miles of range.

USA/NATO/allies heavily rely on Patriot AA system. Even if you disregard the prohibitive 100x cost difference, there are about 2500 Patriot compatible PAC missiles.

This is why gulf states are scrambling to get their hands on cheap alternatives - Ukraine manages to shoot down over 90% of all drones heading their way, usually it is over 400 per day in big waves.