To my knowledge all coils should have oil in them, keeps the windings from overheating and shorting out under the intense heat. If the key is left on for an extended period of time i.e. listening to the radio then the coil will get super hot and cause it to pop. The ones I've seen do that were on cars which is the same system of 12 volts going through the coil. Always seen the side of the coil blow out never seen the top blow off! A suggestion if I may? Switch your stereo to a switched circuit off 12 volts constant like nav. lights and I won't happen again, just may run your battery down!
1999 16 Classic Black on White