Not quite sure what the FBI warning a US state about something has to do with Australia, but moving on.
Governments and Defence authorities address threats in terms of priorities, Those priorities are derived by assessing the impact of an event and the likelihood of it occurring. A drone attack on FBE, no matter how big the drone, would have a localised effect. It might be an expensive one, but Sydney, as a city, would not be significantly effected.
However, it is also an extremely low probability event. For it to happen, an enemy would need a motive and away of carrying it out; and would have to weigh the outcomes as it would effect them of an attack if successful. So. Who might do it? No state actor - not China, not Russia, and not North Korea. - it would be an act of war and would involve them in a major conflict, and we are not the prime opponent of those states. Not worth it from their perspective. And not any of our neighbours, we are on (deliberately) good terms with them.
So that leaves extra state actors, aka terrorists. OK, they might have the motivation - although we are neither the greater nor the lesser Satan - but still they might see us as an easy target, although given our distance from their bases of operations there are easier. To do it, they would have to obtain an ocean going ship capable of reaching Australia, convert it to launch and control drones - admittedly only a container- find a legitimate reason to send the ship to Australia, get it here (and we area long way from anywhere), get within drone range of FBE and launch an attack. And they would have to do all that without being detected by our rather good intelligence and surveillance assets, or those of our allies. Possible, but collectively, improbable.
Does that mean we should ignore the possibility? No. But it also means that we should not start panicking about it, or running around like headless chooks. There are many thousands of possible scenarios we need to be aware of and this is just one - and probably one of the less likely, and therefore a fairly low priority
