Is it safe to keep using graphics card with blown diode?
It won't burn your building down. It is extremely unlikely it could damage anything else in the box.
It may or may not continue working, looks like something unimportant (LED display or indicator of some kind) is fried totally (maybe something shorted against the PCB or, less likely, failed internally).
Given the current cost and availability of video cards, I personally would keep using it.
If it is under warranty and you honestly know you didn't damage it then I guess you have a decision to make.