While an auto explore button would be useful to some, I wouldn't use it much, I prefer to follow my scouts progress rather closely and send them where I want them to go. I don't think that I would click a button that made them just run around looking at stuff. I like to do it precisely. It's not really necessary, you can do it by yourself fine and wouldn't be too hard, just click ctrl or shift, depending on the game, and tell them to move to a bunch of places in the minimap, would do about the same thing.
Picture made by Aametherar the orc (Elves are the best!)