As a person who is experiencing the same issue, here's a possible reason from what I have observed:
When my wallpaper changes, the latest file explorer window pops up.
In my case, I'm using the Steam Wallpaper Engine; but I'm not sure that it matters. I believe it's happening when the wallpaper changes (that switch).
Can anyone else validate that observation?
I have observed that the explorer window has popped up when i was watching YouTube videos, something on Netflix, Disney+ and programming some stuff. Even when playing games, actually got me killed a few times. But in my case, it happens once every few days, maybe it is because i never really shutdown my computer?