Exploration is often linked with play because we aren't necessarily looking for outcomes but instead involved in process. Exploring the new opens new opportunities, it allows us to do things without having to finish, or even accomplish anything - which relieves us of stress which has to be my favorite reason to explore. Exploration allows our imaginations to work, promotes questions and flexibility in our minds, and allows for mistakes without repercussions.
Exploration means pushing out of our comfort zones but without the stress of a needed outcome. Instead we are looking at process with a sense of wonder. Often we are trying something new so there is no real risk.