I have a horror story that relates to this so I can see how it could have happened.
I was asked to replace a laptop keyboard. When I opened it up I noticed miniscule dots coming out of it faster than I could squash them. It was a roach nest. Every component inside was completely brown from roach crap.
Thousands of those suckers were crawling all over me and my workbench and I knew they would infest my house. I panicked and literally threw the laptop out my back door as I rushed to grab bug spray to spray myself and everything in my workroom. Then I went outside and heavily sprayed the laptop. I was so mad, I didn't care if I damaged it. I left it where it lay.
That incident cost me a cussing, a full home extermination fee, threat of a lawsuit, and a Facebook bashing from the disgruntled owner. I didn't hear any more about it though after I gave my scathing response along with public photos of how disgusting the inside of the laptop was and the dead roach nymphs all overy my bench.
So yeah, a bug nymph could have gotten under the GPU and began to mature before it died.