@Pelioico The results on bing.com where the option to explore further are powered by other set of bing search services that are under the bing search services offering. The bing home page uses them to display features like explore further based on the search key used. This is not a direct response object of bing search API that is returned if you only use the bing web search API. I hope this helps!!
If this answers your query, do click Accept Answer
and Yes
for was this answer helpful. And, if you have any further query do let us know.