Interestingly, the COS team think there are more rogue stars out there, all dislodged from the nebula and flung away. But why is this happening?
There are two possible mechanisms that result in hyper-velocity stars. The first is thought to occur when a binary star system consists of one massive star and one smaller star. When the larger of the pair explodes as a supernova, the smaller star is flung away (like a spinning hammer thrower releasing the ball and chain, sending it across the field at high speed). The second mechanism entails a complex interaction with the gravity of other stars; their gravitational fields tugging at, then flinging a star away at hyper-velocity speeds.
It isn't thought the stars in the nebula are old enough to explode as supernovae, so the supernova-binary system explanation probably didn't cause this particular speeding star. The rogue star was most likely accelerated by the second mechanism, treated like a massive pinball by its larger stellar siblings.