Why is that such a big deal? Well, first...because it's a freakin' black hole. Secondly, does it need another reason? Okay...because we've never seen one formed.
Want to know a little more about this supernova? Or stuff like that? Try here...it's a pretty short and excellent article.
Photo (Credit: X-ray: NASA/CXC/MIT/L.Lopez et al; Infrared: Palomar; Radio: NSF/NRAO/VLA)