30km is not space (official boundary is at 100km). Also the balloon is not in orbit, so even if they it could go much much higher, the debris would fall straight down. Space debris come from spacecraft that are in orbit, and therefore remain in orbit for quite some time. That´s why they are dangerous.

I am so tired of people suggesting that balloons "go to space".

Yes, Felix Baumgartner set a new record and his jump was a great accomplishment. But it was not a "space jump".

Ok, so they're coming down again. Isn't this a problem as well? Where will they land, a desert, the ocean, a city?

A balloon needs air to float. When there's air, there's friction.