explorer.exe is also responsible for the Windows "shell" (Start menu, taskbar, system tray, desktop background), at least historically. I think more of this started to be done by Metro and UWP subprocesses since Windows 8. (But explorer.exe is ultimately still important—if you kill its process, you lose everything but alt-tab and control-shift-escape). So I'm not too surprised that it would request network access given how much it's doing.