BUG: added finalize to explode, GH28283
**Progress towards #28283**

This PR gives the `explode` method the ability to propagate metadata using `__finalize__`.

- [ ] xref #28283 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit)
- [x] Added an entry in the latest `doc/source/whatsnew/v1.5.0.rst` file

Contributors: 

- [Solomon Song](https://github.com/songsol1)
- [Edward Huang](https://github.com/edwhuang23)

thanks @songsol1 