Just to be disgustingly credible for a moment, I imagine that the biggest practical issue with tethering a drone to, say, a tank, is that as soon as someone spots the drone (which is floating in the air with zero ability to camouflage itself) they have now spotted that you have a tank somewhere very close by. Close enough that just dropping an artillery barrage on the whole area probably isn’t a waste. With good enough optics you could probably even follow the cable in order to get an exact location on the operator, and then introduce them to Mr Missile.