I don't know how but I feel like my first char had explore right from the start (probably gained via a background). Then I tried a second one and noticed it's not automatically unlocked as it used to be (or so I read) in previous versions of the game and now you need it unlocked by raising the explore skill, which seems a bit counter-intuitive.
Why was it changed? It seems more logical that you can go out and start exploring everything right away, rather than levelling a skill just to be able to explore Elumia.