Fried GFCI, how urgent is replacement?
As you discuss, the unit is fried and will not be usable, ever. Your question is whether it will start a fire if you defer replacement. 

Windex is entirely made of solvent/volatile - it tends to entirely evaporate. It has to, otherwise it would leave streaks.  

You can rely on the Windex being pretty much completely gone, and I wouldn't expect it to give you any trouble in terms of further deteriorating the device.   Ant carcasses, no promises, but they'll be desiccated soon enough, and dry ant carcasses don't conduct electricity better than wet ones. 

I think if it hasn't yet to burst into flames, it's not gonna.  But out of an abundance of caution, if you are able to remove the failed device, do so - there's no reason to leave it in place.  Do a good job taping over the wires (you don't want the tape sliding off, wire nuts alone won't do IME) and cover the works with a blank cover plate (50 cents).  Electrical tape is about $4.  Both are good things to have anyway. 



The not tripping any other receptacles is a surprise.  But lots of people wire up GFCIs so they do not feed downline receptacles at all.   This gives them two benefits, first it allows them to comply with the piece of tape over the LOAD terminals which says do not mess with these terminals unless you really know what you're doing.  Second, it gives them a TEST and RESET button on every outlet, which means even very dull real estate agents and inspectors can affirm they are GFCI protected.  If your house is wired this way, then it would explain why there are no downline receptacles that are dead.