Until you have something moving so damn fast, the shockwave it creates destroys all around it. If it shattered windows, in MID AIR, it would have shattered that area around the "entry" point as well, creating such a disturbance in the water, that the waves under the ice would have cracked the ice for hundreds of yards around it.
Sure as hell wasn't a meteor, I can tell that much just looking at the picture. If there had been an impact there, there'd be a shitload of cracked/ separated, floating ice, and I'm willing to bet the guy closest to the hole would be swimming.
Remember, though, the chunk that landed in the lake is a much smaller piece of debris from the explosion. That hole may have been created by something the size of a baseball.
That sounds reasonable. Its also very hot. A small hot iron ball surrounded by, and with a trail, of plasma composed of air and iron.
Most meteorites that hit the ground have lost most of their speed and heat. Is the really big ones that hit with devastating force. Being hit by a small fragment shouldn't be any worse than having that fragment dropped off a building onto you.
They just make holes in things....
A rare direct hit from a meteorite | The Planetary Society
Then, of course, there are the conspiracy theories and, as I call them, UFOnuts, that "see" things:
Then there are explanations that most meteors burn up in the atmosphere:
HowStuffWorks "Meteors burn up when they hit the Earth's atmosphere. Why doesn't the space shuttle?"
That's assuming, of course, that the meteor isn't some house-sized piece of iron-nickel that will either impact or, due to super heating, explode with the force of a huge nuclear weapon.......
Just sayin'....