Another issue is that even if the event is some non-SM particle, it doesn't necessarily follow that it is a significant component of DM.
Direct DM experiments are based upon the assumptions that the total DM mass flux and DM particle momentum can be pretty well determined from Milky Way dynamics, so you are looking at a parameter space in which DM particle mass and DM particle cross-section of interaction with nucleons trade off against each other for any given result.
This outlier data point, if it is real, points to a fairly high DM particle mass (some arXiv phenomenology papers are speculating
in the 1 TeV order of magnitude). But anything much above 10 keV of mass presents real problems as a major component of DM since inferred DM distributions which are "cored" rather than "cuspy" suggest that you need much smaller DM masses to reduce the core-cusp problem, and plausible self-interaction strengths of heavy DM particles still don't solve that problem in simulations.
So, even if it is DM, it might be a type of DM particle that makes up, for example, only 1% of DM, as a DM analog to something like carbon atoms in interstellar space, while the predominant component of particle DM, as a DM analog of something like hydrogen atoms, might be too light for LZ to detect significantly due to neutrino backgrounds.
Analysis of this result in other preprints include:
https://arxiv.org/abs/2609.01475
https://arxiv.org/abs/2609.01504
https://arxiv.org/abs/2609.01592
https://arxiv.org/abs/2609.02608
https://arxiv.org/abs/2609.02775
https://arxiv.org/abs/2609.02868
https://arxiv.org/abs/2609.02823
https://arxiv.org/abs/2609.02807
POST SCRIPT: If there are multiple kinds of DM particles and this is only a rare and heavy member of that set, this implies that the cross-section of interaction can be much higher (and thus, much closer to the neutrino-nucleon cross section of interaction). This is because the cross-section of interaction calculations assume that there is only one kind of DM particle, so that the actual events recorded comes from interactions with 100% of the DM flux through LZ. But if this assumption is wrong and only, for example, 1% of DM particles are massive enough for LZ to detect, then the actual cross-section of interaction implied by a given number of events is 100 times greater in that example.
If DM particles of this mass are extremely rare (the DM analog to uranium or lead, perhaps, making up only one in a million or billion DM particles) within the universe of DM particles, then perhaps the cross-section of interaction could be equivalent to the strength of the weak force interaction of SM particles.
The effective lower bound of DM particle mass that LZ can detect is about 0.2-0.5 GeV, and the signal to noise ratio starts to degrade meaningfully for DM particle masses below 10 GeV. And, there are, to repeat, strong suggestions from the inferred shape of DM distributions, that the predominant share of DM particles (assuming that they exist) should be about 10 keV or less, which is about 20,000 times less massive than DM particles that can give rise to events detected by LZ which are distinguishable from background events, and about 1,000,000 times less massive than DM particles that LZ can detect with maximum efficiency.