We really don't know what's Bitmex intention though, we can only speculate that they did it on purpose about a supposedly double spend, in actuality it is RBF as other have pointed out,  so now we are clear with that.

The price has been tanking for several days though, and there are a lot of FUD just this week to cause the price to be very volatile and occasion dips. But this news really hurts, many investors liquidated their bitcoin asset because they afraid that this double spend could be true. "Buy the rumour', sell the news".