Looking around some more...
The most popular theory is that it is some sort of insect cocoon and possibly a new species.
As for why it hasn't been dissected, it seems that it is too early in the scientific process to disturb them.
It is hard for me to believe the scientific community is that disciplined. They are rare but not that rare and it seems some rogue bug guy would have sliced and diced the thing just to be the first to give some answers.
The story seems to have gone somewhat viral so I suspect there will be an answer sooner than later.