Probably routed through the Mars Reconnaissance Orbiter, Maven and possibly Europe's Mars Express satellites, rather than a direct connection to the Deep Space Network

https://en.wikipedia.org/wiki/Mars_Reconnaissance_Orbiter

https://en.wikipedia.org/wiki/MAVEN

If I understood the livestream correctly, it's because they were able to (maintain|quickly establish) lock to the MRO after touch-down and zip a couple of images up through the "bent-pipe" UHF-to-high-power relay into the Deep Space Network.