Small ROVs are already extensively used in several industries, notably broadcasting and film making as a cheap means of getting overhead shots. You'll occasionally see the shadow of one crop up in programmes like Top Gear for example.
I've no idea what their payload is and I'm not about to Google it but I'd imagine if they were going to be used to carry explosives it'd need to be done by someone with access to proper stuff rather than some radicalised buffoon with a pile of hairdressing products and fertilizer?