Yes, the question is the mystery. That's why it's interesting, because it has to be one of a few improbable options.
"Something" convincing 9 experienced outdoorsman to slice open their tent (why not open the door?) and flee is a pretty crazy story. Add the other things that don't easily fit a plausible explanation, and it's really interesting.
It's a common argument with these things that the proposed explanation is improbable. I don't get it. We are looking at something improbable (otherwise it wouldn't be interesting in the first place), the question is just figuring out which improbable thing it is.