Mainly because it's a complex multi-step plan with so many potential failure points, which would already be impressive if executed on Earth but even moreso being executed on a distant planet where the conditions are different enough that it can't be fully tested in advance, and yet despite that the whole scheme worked flawlessly.

But if I had to name a specific part, I'd pick the control system. The skycrane is dangling a heavy rover from a pendulum controlled by rockets. It's unstable in every axis and has tight performance requirements to let the rover down softly and not kick up dust. Just very impressive.

It worked out. Philae lander with harpoons was comparably complex but mostly failed unfortunately.

The audacity.