This topic comes up from time to time. For myself, a lot of my collection was once Leader moviebots, and every one had batteries in them. They were all MISB for the most part. I had originally planned to open and display them, but then for some reason I just kept them in the box. Years past, and I'd always get worried about battery leakage.
Here's my take, and from the research I've done on the bigger discussions (as well as toy collector sites in general):
If you are collecting these toys as MISB specimens, and that is the purpose of your collection, then I would not open them. While most MISB collectors out there DO care about the toy getting damaged, their criteria for MISB means that they value the seal more than they do the condition of the toy inside, with regards to battery leakage. These batteries WILL leak, but as a MISB collector, that is secondary to the seal.
I wrangled over the decision for years, honestly. Then I just up and sold them all on ebay a few months ago. The seal affects resale, that's for sure. But I was lucky: almost all of mine still had the battery working. I've seen cases where you get leakage, even though the battery still works, but I was lucky. I would open them if I saw the 'try me' gimmick quit working.
So really, it's up to you. These toys are going to be worth something someday, as I have learned from my ebay sales. I only held on to some stuff for a few years, yet the demand is such that people are willing to pay good cash. So in that regard, I'm glad I kept them sealed. My collection changed focus, mostly.
But if your plan is to enjoy the toys (IMO, the best option), just open them, keep all the bits and such (box, plastic inserts, all that stuff), display the bot and store the box. CIB, while not on the level of MISB, will give you a good return should you choose to sell down the road. Or you could just open them, display them, chuck the box and sell them loose, too.
If I still had mine, I would value the functionality of the toy vs the MISB status: with an Xacto blade and some patience, you can actually do a very good job removing the toy from the packaging enough to access the battery hatch. Remove the batteries, seal them in a baggie, hide it in the packaging somewhere, and box it all back up. I would definitely pay more money for that in 20 years than I would for a MISB that I knew has ruined electronics (or maybe worse) from two leaking AA batteries. It's a pain in the ass to do, but can be done.
I had the same Prime set you're talking about, and some six years later, the original battery still works great. My nephew now has it, and although he doesn't use it a lot, I fire it up and there's no problem.
It's a big decision for collectors, and I know how it feels to weight the options. Honestly?...selling them was the best route, and let someone else figure it out
I knew I wasn't going to display them like my MP collection. Ask yourself: are you keeping the set so you can sell it later? MISB will, oddly, be the best choice. Do you want to keep it for yourself, but keep the integrity of the electronics? Open, remove and reseal. It's ultimately up to you. The problem is if you open now, but in a few years decide to sell. Then you kick yourself in the ass, but the window on a lot of these toys as MISB from six or seven years ago is closing in terms of leakage. They WILL leak, and it won't be pretty. I almost ruined one of my Guitar Hero controllers from that, and it taught me a lesson.
Good luck!