I've noticed, that unless there is a port, explorers, or anyone set to "Auto Explore" will not disembark into the water unless specifically told too.

This causes problems, when your explorer goes onto a little island to explore, then refuses to leave it to explore someplace else.

The below screenshot is an example of this. I've watched them for 5-6 turns now, and they just go back and forth without disembarking until I tell them too.