So Fat Man and Little Boy were approx 15-20 kT. Is that apples to apples? If so, holy crap.
I've watched three shuttle re-entries (benefit of being in California when they were landing in Florida) when the shuttle entered a dense enough atmosphere to create a contrail it looked very similar to this one (although it had a glowing purple leading edge which I never did get a satisfactory explanation for).
I've tried to imagine what this sort of event would look like to someone driving, now I know. Personally I would be expecting the shock wave so I would try to find some place to pull off an avoid being directly impacted by it. I did some experiments with hydrogen and oxygen in a misspent youth (its a pretty powerful explosive at the correct mixture) and the shock wave can take your breath away.
Blast effects trail off markedly with distance. For Hiroshima, most blast damage was confined to a radius of 1.6 km from ground zero, roughly correlating to an overpressure of 5 psi. Glass will fragment at much lower pressures, generally 0.14 - 1.4 psi. Blast damage falls as the inverse cube of distance.
The difference between mother nature and a human adversary is that Mom has zero fucks to give for where she does her work. Asteroid impacts are randomly distributed around the planet, for the most part (latitude may play some role). Most impacts should occur over oceans. Russia, being the largest country, and Siberia, being the largest region of Russia, will tend to see more impacts than other areas, though on an area-normalized basis the maths should work out. So while we may see larger energy releases from space impacts, they'll typically be targeted away from populated regions. Not that a large enough impact couldn't still make for a really bad day.
Unfortunately it hops from 21 kT to 400 kT, but still.
(http://www.carloslabs.com/projects/200712B/GroundZero.html)
This is an appropriate calculator for meteors [2-3], including the effects of the actual blast (overpressure), not just heat. The documentation says windows are shattered at about 6,900 Pa (1 psi).
[1] https://en.wikipedia.org/wiki/Effects_of_nuclear_explosions
[2] http://impact.ese.ic.ac.uk/ImpactEffects/
[3] http://www.purdue.edu/impactearth (Flash)
Nukes go pop all at once, closer to ground (but depends on the nuke, I guess).
Density: A meteor's energy release could be described as a long narrow cone. An atom bomb would in a dense sphere/hemisphere. To make it comparable you'd have to get the meteor to expend all it's kinetic energy in one spot (due to interaction with the atmosphere this is unlikely). The shockwaves are spread out over a larger total distance. I.E. Less concentrated.
Time: A nuclear weapon releases all it's energy in milliseconds into a single pressure wave. A meteor tends to shred itself slowly in the atmosphere (relative to a nuke). Time is immensely important when measuring the destructive force. Slowing a car from 50mph to 0mph is the same 'total energy' if you do it in 10seconds or .1 seconds, but the car will suffer significantly more in the .1 second scenario.
That said, a nuclear device delivers virtually all of its energy as ionizing radiation (5%), thermal pulse (30-50%), blast (40-50%), and residual radiation (5-10%). The actual nuclear reaction takes less than 0.5 milliseconds, the thermal radiation pulse generally lasts several seconds, more for exceptionally large weapons (e.g.: Tsar Bomba, 50 MT).
The distinction between total energy delivery, and rate of delivery, is key. Gunpowder and TNT are actually significantly less energy dense than kerosene, but release that energy much more quickly. The destruction of the WTC towers in 9/11 was the result of aviation-fuel driven fires burning in a structure for many minutes, rather than a single explosive pulse.
The mode of energy delivery also matters. For a meteor, the principle delivery is heat, light, and shock. With nukes you've got both ionizing radiation and fallout to be concerned with (generally 10-20% of total energy).
This is also a point I raised regarding financial market collapses, when a professor tried to point out that the stock market had survived 25% declines before the 1987 crash. Sure, but over time. Would you prefer going from 60 MPH to zero in 4 seconds or 0.06 seconds (about the time it takes your seat front to find the front bumper in a static-barrier impact)?
Now I'm pretty sure that if you get a big enough meteorite moving fast enough, the distinction becomes much fuzzier and the real important factor becomes just how much thermal energy was added to the atmosphere.
The main reason the explosions aren't comparable is because this meteor exploded far higher than a nuclear bomb would detonate. By the time the blast reached the ground, the energy had been spread out over a large area. If it had exploded at a typical nuclear bomb detonation height (say, 1km or so), the destruction would have been comparable, although survivors wouldn't have to worry about finding shelter from fallout.