There is a name for this type of birth I just cant remember it. You see it more with natural home births. Its just the baby being born with its waters intact.
this is sometimes seen as a blessing or a special birth.
The bag of waters is to cushion the baby and protect the baby while being pushed through the birth canal. As more and more pressure build from the babies head it eventually pops. Thats whats supposed to happen. But now a days its routine for doctors to break the bag themselves.
A baby born with the waters intact just means they had a gentle birth. Such a gentle birth that the bag didnt burst from the pressure.
Medically I dont think there is any danger or anything wrong.,
I see it as a blessing. Its nothing to be afraid about or anything freakish.