Aside from the many threads about the state of Japanese anti-air defenses at the late stage of the war (very poor, stretched, unable to engage effectively with lone B-29s), I just want to address a misconception evident in your question: the Japanese did not know that atomic bombs were being used against them, at least until after Hiroshima. The US did not threaten or warn them. They were surprise attacks.

One could ask, could they have tried after Hiroshima, after they knew this kind of attack was possible? This ends up getting back to the "they didn't have the resources to counter lone B-29s" — every day there would be dozens of B-29s flying over Japanese cities taking photographs, making weather observations, and so on. Which one is the one that has an atomic bomb? There is no way for them to have known that. In any event, they were certainly not expecting a second attack three days after the first one — they had barely processed what had happened at Hiroshima when the news of Nagasaki was received.

You may be interested in this section of our FAQ. Basically, before the atomic bombs became available, the United States had already embarked on a massive campaign of fire-bombing Japanese cities (including Tokyo), striking more than 60 of them with raids measuring in the hundreds of planes. The US also used sorties with one or just a few B-29s flying over Japan to report weather, take photographs of bomb damage, and so forth, so single B-29s appearing over a city were neither unusual nor necessarily an immediate cause for concern.