It had plenty of atmosphere.

Starts With a Bang: A Meteorite on Mars

This makes Block Island the largest meteorite we’ve ever found on another planet, which is impressive in its own right. But what we learn from this is even more impressive. You see, Mars’ atmosphere, the way it is right now, isn’t thick enough to allow meteorites this large to land:

The atmosphere is so thin that a meteorite this big would have hit the Martian surface at too great a speed, and would have broken apart from the impact.

Sometimes the “how do we know this” explanations immediately become very complicated. This, I think, is not one of those times.