It's not just about whether or not an object enters into the sphere of influence of another object in space.

Orbit is a balancing act between the mass of two objects their angular momentum and their shared center of mass.

The Moon is slowly moving away from the earth because it's angular momentum is pushing it to a stable orbit between the shared center of mass with the Moon and the Earth.

If you drop an object from the surface of the Earth toward the center is already parts of the mass of the Earth it's just moving toward the center of mass like every part of the earth is moving toward the center of mass.

Depending on how an object approaches the Earth it'll cross the gravitational field in different places depending on the angle it might be on a trajectory to become part of the mass of the Earth because of a degrading orbit but if it comes in at the right angle it'll simply transfer its momentum into maintaining a stable orbit around the shared center of mass of the two body system