This is correct MTGCH, it's a bug we're aware of and are working on/testing a fix. Unfortunately there's not an ETA on the release of that at the moment as we're still testing, it should be in the next couple of months (due to release schedules).
However if you're using a script to install the MSI, which I imagine most deployments will be, you can add a "explorer.exe" line after the MSI install which will restore the explorer session if it doesn't exist (if it does it will just spawn a new explorer Window, so no harm there). A machine restart will also resolve the issue but is likely less appealing.
Thanks,
Greg