Megafauna are going to have low birth rates and be easy to track and cull. So the risk seems fairly low compared to say insects or seeds or bacteria that can never be reigned in once they are out in the world.
Although I think that’s because people object to killing them. But that could also happen with megafauna.
There's good evidence for asteroid impact(s) at that time period, and hugely dramatic climate change - swings of over 20 C in the average temperature in the north.
We don't know for sure.