It seems pretty clear what Beijing might be interested in amid the vast expanses of Montana - America's so-called nuclear "doomsday" base.
The air base houses 150 Minuteman III intercontinental ballistic missiles (ICBMs), enough to destroy the entire planet. It is the largest complex of nuclear missile silos in the Western hemisphere.
As one former commander at Malmstrom put it: "We are the guardians of doomsday. That isn't an exaggeration."
Malmstrom is one of only three top security bases that are home to America's full arsenal of 400 Minuteman IIIs.
The nuclear missiles there are operated and maintained, and in a nuclear war would ultimately be fired by, the 341st Missile Wing, which is part of the US Air Force's Global Strike Command.
The 341st Missile Wing's publicly stated role is: "We will be the most dominant nuclear-capable force in the world, ready at all times to employ the most powerful weapons system in human existence."
It also describes its mission as "employing intercontinental ballistic missiles to compete and win in the 21st Century," and providing "lethal combat capability by delivering long-range precision nuclear strikes within a moment's notice".
The unit is comprised of about 3,300 military personnel and 600 civilians. There are three missile squadrons, each of which has responsibility for 50 nuclear missile silos, a total of 150 weapons.
Underground missile silos are scattered over a vast area of 13,800 square miles, which covers nine counties in Montana.
The 341st Missile Wing was formed in 1942.
Its Minuteman I missiles, predecessors of the current ones, were put on alert during the Cuban Missile Crisis in 1962.
The rest of America's Minuteman IIIs are at two other bases in the similarly vast and empty states of North Dakota and Wyoming.
Defence officials said they did not believe the Chinese spy balloon could glean much information from flying over the nuclear silos in Montana. Chinese satellites already pass over and there is little they can pick up either.
But US officials suggested they were taking extra anti-surveillance measures anyway.