Ah -- while they're still selected by the Explode, assign to a Union. Then you can select everything, delete, and redo the process if you have a change.
Leaving free regions without a handle on them would definitely be a problem! Soldermask at least probably has very few regions normally, so a simple query might do, but if not, you'll need to pick through and deselect the ones you meant to leave there. Say if you needed to mask off too-narrow web widths under a fine-pitch SMT, or some unlucky inside corners between pads (QFNs sometimes) or nearby parts (square pads vs. minimum-clearance diagonal traces can have mask overlap(!)), those sorts of things.
I'd prefer to avoid any poly edits before exploding, so as to avoid the case where someone has auto-repour enabled. Then you have to go disable that, just to perform the procedure, then remember to turn it back on... big PITA.
Or if you're not getting regions selected after Explode, maybe querying the polygon (mask off all other objects) will allow you to edit it in peace. I *think*? the exploded pieces will still show.
...Ah, no, and in fact if you don't have the poly selected when you explode, you don't have any of the pieces selected afterwards. Oh wait, they don't select anyway, nevermind, I had thought they did. Also Explode cancels filter mode, so that's out too -- dang.
Hmm yeah, disable auto-pour seems a necessary step. That kinda stinks.
Ah well, stinky steps for a stinky process -- it's a nonstandard trick, so, that's kind of par for the course. One of the prices you pay when getting fancy with things I'm afraid.
Tim