I checked this out years ago, explorer.exe connects to the internet because it was looking for relevant search results help from internet sources. its like a thing from the windows 95 days when they thought that if it connected to the internet it could find more info on whatever you were doing to help out the user. it’s alot like when windows help and support connects to the internet to find any newer help info that may be useful.
that explorer thing i even got on windows 7, trying to connect to the internet again, ugh. from there i just blocked the outgoing connection and incomming.
comodo DHCP trick set source port = 68.