Since I doubt that your remote can draw enough current to make the electrolyte boil, I suspect that there was a manufacturing defect in that battery. Maybe the case was pinched at some point allowing the positive and negative sides to touch at one small contact point, or maybe the anode inside was misaligned. In either case (or if there is some similar type of damage or defect) you end up with essentially a short circuit at a small contact point, which causes a lot of current to flow and heat to be generated. The electrolyte boils, and pressure builds up inside the battery. Usually at the bottom of the battery, under the metal plate, there's an expansion seal. This seal intentionally has a weak area in it. If pressure builds up, it will bust through this seal and vent outside the battery, often making a buzzing or hissing noise when it does so. This is a good thing, since it means pressure can't build up to the point where the battery just explodes.
If there is a defect around the edge of the case, the same sort of thing can happen with the pressure being released at the defect instead of breaking through the seal. This is what jz78817 is describing. Had the battery been dropped at some point? Was there a kink in the case somewhere?
Charging an alkaline battery can cause this sort of thing to happen too. You can unintentionally charge a battery and damage it if you have one dead battery in series with one or more good live batteries. You should always use the same type and brand of batteries together, preferably out of the same package, so that they all go dead pretty much simultaneously. Since alkaline batteries aren't rechargeable you don't really care if you damage an already dead battery (it's dead, you're just going to throw it out anyway) but if the electrolyte leaks out of the damaged battery it can cause quite a bit of damage to the device it is in. You wouldn't want to buy a new DVR remote just because one of the batteries went dead.
You actually can recharge alkaline batteries to some degree, but you really shouldn't. They don't take a full charge and there is a high risk of the battery swelling, leaking, and damaging your equipment.