These scientists are only surprised by the discovery of a magnetic field because they are being willfully ignorant. It’s not simply a “moving hydrogen jet”, it is plasma filament, so discovering that such a moving plasma has a magnetic field is really no discovery at all. It could be deduced from simple principles of electromagnetism.
That might be a little strong in light of this cloud being "one of the few such clouds large enough for us to be able measure its magnetic field.” They seem unsure if it will survive impact with even the fringes of the galaxy.
Astronomers think origins of so-called high velocity clouds are mixed, some stemming from burst bubbles in the gas of our Galaxy, some being primordial gas, and some associated with small galaxies our Galaxy’s gravity is shredding from a distance.
I think another source possibility might be plasma jets from accretion disks.