I think liquid metal conducts electricity, or can create a short if touches 2 things it's not supposed to. If it seeps off the die and touches traces on the board, good bye card.
If the heatsink is grounded, and you use a conductive paste, everything the paste touches will be grounded. I know in the home stereo world, some heat sinks can be charged i.e. touch the tiny heat sink and you'll get a shock.
Consider yourself lucky if you didn't fry something.