Seems to deep for a volcanic quake too. I'm not an expert so please correct me if I am wrong. But I've read magma needs to be within a couple of miles of the surface before the danger of an eruption is acute.
I think the danger to the US East Coast has been over stated via giant land slide in the canary islands. Might be wrong on that too, but I do recall reading that also.
The Canaries are ripe with Magma Chambers and most are that deep or a little deeper. So that’s not that unusual if it was magma intrusion into an old system. The quake is certainly interesting for sure.
The way El Heirro responded to it though is becoming even more interesting since the early swarm could have made things unstable I suspect we just can’t be sure.