Yes clean it. I don't know if that is grease or broken down silicone diff fluid. Either way, you should clean it up good. There is a company that makes a 'diff dipper/dunker' that you can place the diff parts then dip/dunk it into a cleaning solution. (like Naptha)
here it is...
http://www.gmksupply.com/html/gmk0112.html
I think that is basically just a standard utensil you can buy at walmart/target/bed bath and beyond etc. called a 'tea infuser' or 'tea ball'. It is what we made tea with before tea bags were so common.
Anyway, clean that rig and get it back on the track! (also replace the seal!)