As I learned from the Dave's EEVBlog video [1], their demonstration video [2] says in the description that the material was deposited onto a copper plate which could probably explain the interaction with the magnet. And as I just noticed, the description has since been changed and now says »The sample was thermally deposited on a enriched uranium 235 plate.« EDIT: Correction, I got the link to the video saying deposi…
No smug takedowns of the video that made the rounds first:
https://sciencecast.org/casts/suc384jly50n
The most people have been able to say is "it might be the most diamagnetic material anyone has ever seen by a remarkable amount".