HDF4 files are currently not supported out of the box with rasterio wheels (https://github.com/rasterio/rasterio-wheels/issues/36).

To support HDF4 files, you will need to build GDAL yourself with HDF4 support enabled and install rasterio with"--no-binary rasterio" or conda with the conda-forge channel to install rasterio (I believe conda has HDF4 support in their distribution).

Your specific instance is something I cannot speak to as it seems to be a bit of an anomaly.