LMR16030 voltage regulator circuit
First, the issue you are having with the spark has nothing to to with the PGOOD pin being open.  The part will work fine without the PGOOD connected to anything.  

If you connected the ground pin with the power on the part and saw a spark but now everything is working OK the spark was likely just the ground current making connection.  If it's not working you may have damaged something.

Second, assuming you need PGOOD at all, if you don't have a voltage to pull the PGOOD pin up to, you can create one with an LDO or other method.  5V/100K is only 50uA so power dissipation shouldn't be an issue.