What's exciting to me is, both the first interstellar object we've observed visiting our solar system (Oumuamua) and the first Kuiper Belt Object we've visited have been "unusual". That strongly suggests to me that the unusual is more usual than we would have suspected, which means there's probably a great deal of opportunity to increase our understanding of the universe!
Oumuamua was literally the only extra-solar object known. There was nothing to be picked.
Similarly for Ultima Thule. They may have been able to find a different target, but it was very difficult to find any target at all in the first place (lots of Kuiper belt objects are known; the difficulty was finding one that could be reached by New Horizons). See this Twitter thread that was linked elsewhere: https://twitter.com/Alex_Parker/status/1077986070128668674
At least in the case of Oumuamua though, being non-spheroid wasn't really the weird thing about it. It was that it exhibited comet-like acceleration, without any visible off-gassing, and without breaking up as it passed the sun, as a comet would be expected to do. Also the fact that from our current understanding, it is much more likely for a comet to be ejected from a solar system than an asteroid, so it's surprising (not impossible, certainly, but unlikely) that the first interstellar object was more like an asteroid.
