When activating the autoexplore function, it seems like the unit will continue to autoexplore until you once again click on the autoexplore button in its actions tab (and there's nothing in the button state or the tooltip to indicate this). Even giving new commands to the unit while it is running autoexplore, causes it to fulfil the command you give it and immediately start to autoexplore again, meaning that if you tell it to move into a square, and it still has movement left, it will immediately leave the square again to autoexplore.

Note that when I was trying this, I was moving the unit via right-click, I'm not sure if the behavior is the same if you use the numpad.

It seems that giving a new command to the unit should cancel autoexplore until you turn it back on, especially if you tell a unit to move somewhere new.