Yes, it's very strange.

Some details are no big deal.
Aberforth is a strange character, possibly a petty thief, but I doubt he would be a Death Eater or a member of the Order. It's a small world, especially in wizarding circles. Maybe Aberforth and Mundungus are birds-of-a feather. I don't like the idea of the Locket getting away. They certainly do NOT know its significance. I could easily shrug this scene off if Tonks hadn't stopped by.

The bang is the most mysterious part. And Tonks' reaction was too soon. She should have comiserated for at least a few seconds before thinking about the cold.

No, I don't know what to make of it either.

Maybe it's just letting us know that the Locket is on the move? I don't think so. That's too obscure. We didn't see anything -- not even a chain.