What’s different about the Shag Harbour incident, the UFO incident, is that the witnesses, the laypeople, claimed they saw an airplane crashing into the harbour. They thought it was an airplane. And it was the military who classified it as a UFO. Usually it’s the other way around, the laypeople call it in and say they saw a UFO, and the military will say, “well, it’s just a misinterpretation of a prosaic object in the sky. It could be an airplane, or a planet, or a star, or something like that.” So this was different – it was completely switched around from the usual concept.
Unlike most, if not all, other so-called crashed UFO cases, Shag Harbour has a multitude of credible witnesses, and an investigation by two governments (Canadian and American) that is officially documented in the public record, and freely available.
And, as Don said, it wasn't the witnesses who said it was a UFO - it was the military, after investigation ruled out (as the CAF memo above shows) the more prosaic explanations on offer.
If Shag isn't quite sui generis in the annals of UFO cases, it's pretty darn close.