Setting a unit to Explore doesn't appear to interact correclty with auto-end turns, and it often doesn't seem to do anything to make the unit move in the first place, and on top of all that, I don't see any way to tell if a unit has been marked to auto-explore.
Even worse, it will often prevent you from pressing End Turn completely, forcing you to click through units until you move the right one, allowing the turn to advance.
This is doubly aggravated by the bug that's making Caravans show up on the unit ribbon, so tracking down the offending unit is incredibly annoying in a large empire.
Basically it sucks all around 