The picture is definitely just some artist's conception, but it's not claimed to be a photo or meant to be anything other than what it is, an artist's conception. You're right that for the most part, a star is needed for aurora, at least for the kind of aurora we have on Earth since it depends on the solar wind interacting with the planet's magnetic field. But if there is anything that can be said about what we've discovered astronomically in the last century or so it's that there are always exceptions to every supposed rule.

The authors attribute the auroras to SIMP-0136’s magnetic field being vastly more powerful than Jupiter’s (750 times stronger according to a previous study). Electrons (presumably stripped from atoms by internal processes) would flow with the field and hit atmospheric molecules fast enough to make them glow, they conclude.

• How Does Rogue Planet SIMP-0136 Have Auroras When It Has No Stellar Wind?

Aside from the aurora part though, none of this is exceptional or rare (and maybe even the aurora part isn't rare either). Rogue planets are probably extremely common, possibly even more common than planets that are gravitationally bound in a star system. And objects of this size, which is really around where we'd start calling it a brown dwarf, are also very common, with more of them than there are main sequence stars.