I read an article awhile back identifying a comet (a giant snowball) as the most likely culprit. Hitting at an angle, it would bounce off the earth's atmosphere like a pebble off a pond, but the impact of a super cold comet with super-heated atmospheric friction would explode like an ice cube in hot oil, releasing a tremendous amount of energy before disintegrating without any trace of an impact.

This theory seems to check all the boxes.