I don't think private individuals using drones to be a peeping tom is a serious problem, but assuming for the sake of argument it is, consider that drones are cheap and getting cheaper, so losing a few may not be a problem. Also, they're hard to see at night, which is when all the cool stuff is happening. And you know, right, that modern drone camera systems downlink to a base station for a live feed? So dropping the drone doesn't destroy the video.
Jamming the drone may give you some temporary relief, but even that won't actually cause the drone to crash, as modern drones have a "go home" failsafe if they lose signal.
On the other hand, touching off a firearm in the city limits under circumstances not considered life-or-death is generally frowned upon by the local constabulary. Likewise, but much less serious, jamming in general is frowned upon by those same agencies.
But again, I doubt that individuals using drones for some purile neighbor spying will become a thing. Much more likely would be drones deployed by the media, which may get a legal pass as long as they're not embarrassing the police, private security entities, and of course, any local or national government agency.