Why are these drones so easy to shoot down, but the ones invading airspaces over nuclear bases and other sensitive installations hundreds of times for months all over Europe and the east coast of the US were never shot down or tracked even once?

Because Shahed 131/136 are large, way larger than surveillance drone/quadcopter. We are talking 2-3m wingspans and 130-200kg launch mass.

They are all just as easy to shoot down, if you're willing to spend half a million dollars doing it. When you're Romania that hasn't been fighting a war for years and you get one a day, it's trivial to shoot them down. When you get tens to hundreds a day and you're Ukraine, it's harder since you cannot afford to use F16s and sidewinders to shoot them down. And even if you do, you cannot shoot down all of them, but when you just get one a day, it'll be a while until the 95% interception rate gives you a miss.

Oh, wait, Romania actually got hit by one. https://www.bbc.co.uk/news/articles/c93x4nxlkjeo

It's just a matter of numbers, both percentages and money.

I guess because the have an explosive payload and it's better to take them down before they reach a populated area.

The other drones are probably not going to cause an explosion (unles they colide with a plane) and are already in a populated area, so it's risky to destroy them.

There are many more that are missed in Romania :)

Because those weren’t drones, they were people noticing for the first time that there are airplanes in the sky.

Because they were being flown by their respective governments.