Just because they are supposed to obey to that law doesn't mean they are programmed to. Depends on the idiot who made them.
Military drones do not apply for the simple reason that their functions are relegated to human interpretation. Even if they were fully automated, the sole purpose of their creation is to cause harm. It's simply a matter of who or whom not to cause harm to.
Let's open a can of worms......
The three rules apply to AI Robots that are created to work within an ordered and functioning society. War is a result of societal conflict. It serves a specific funtion and is carried out with as much order as possible, but is the polar opposite of an ordered and functional society. It would not be possible to design a AI Robot for military purposes if it were confined to the three rules.
Does anyone remember that awful TV series, Clopatra 2525?