I would replace the batteries immediately. Only two things can "pop" like that in an electronic device, and that would be a battery or a capacitor. I doubt the remote has any capacitor large enough to make an audible pop if it blew, but a battery certainly might. And that wetness should not be there, so I suspect the battery is leaking. Make sure you completely dry the battery area, as that liquid is likely corrosive and you don't want it affecting the battery contacts.
Dan
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee, just another user.