The Burgess Shale is in Canada! I didn't know that, I always thought it was in Britain, with all those evolution guys. Anyway, it was preserved because it won the mineralization lottery (well, some shale somewhere had to win!).
For some reason, perhaps to compensate for the horrendous doom of these millions of sea creature, they got pickled with the good stuff, that could hold up to subsequent cooking. Probably silica.