Highly likely that it would be grease from the filter. If nothing
else, it makes a mess, and is a potential fire hazard. The filters
usually slip out (mine lift slightly, then push to the back, and drop
out). Put them in the sink and wash with dishwasher detergent and hot
water, or (not in the interest of domestic tranquility with the Chief
Domestic Engineer), just run then through the dish washer. A couple of
times a year should suffice, depending on how much cooking you have
been doing. Some microwaves have a replacable charcoal filter. You can
usually get those from where you purchased the microwave.