It is a problem of kinetic energy conversion.
Any mass striking at a high velocity (say more than 50 kms or 50,000 meters per second) will become a super dense plasma. It has completely vaporized yet its density (weight per volume) may be as much as 2-5 times denser than ordinary matter (atoms are really mostly space). This state is partially equivalent to an atom bomb a few microseconds after detonation.
Once it transforms to a high temperature, high density plasma, it is essentially a big bomb moving through Mars.
Mars is a small planet and this interstellar asteroid’s path appears to be shallow (it did not go through the center).
There are two scenarios with the limited data available.
One the plasma bomb did not completely pass through the planet before it detonated. The pressure can only be contained while the plasma is still moving fast enough. Just before it was to pass out of the planet it began to rapidly expand blowing out a huge amount of material and melting nearly half the planet’s surface.
The second scenario produces asteroids that are in high orbits to the elliptic or planetary plane. The impact vector (moving up from below Mars) and Mars’ motion vector add together and you have high angle asteroids out beyond the orbit of Mars. Pallasite meteorites may be part of the metallic core of Mars.
As before the interstellar asteroid impacts Mars and converts to a dense plasma. Except this time the path of the plasma hits the edge of Mars’ metallic core. It shoves the core to the side fracturing Mars’ crust in huge blocks creating the Tharsis Bulge. It shoves parts of Mars’ core ahead of it exiting the other side (Northern Side) of the planet. Again, it detonates but it has also blown part of Mars (including part of the core) into a spray of molten and vaporized material. This sprayed material later condenses (or consolidates) and forms several different asteroid families having different high orbital angles.
At no time does any part of the interstellar asteroid survive, it gets mixed in and diluted within Martian material.