Hmmm.  My 02 with third row has a sliding panel located in the rear of
the 3rd row seat back.  When the seat back is folded flat, the panel
slides out (forward) and closes the gap with the 2nd row of seats and
also protects 3rd row headrests.  I've never seen a newer one without
the 3rd row.  But you are right, without that sliding panel on mine,
the gap would be quite large.  Easily in excess of 6 inches.

I have no use for a third row seat and almost all of the higher end
2006 Explorers are ordered by the dealer with the 3rd row seat.

I had the same concern as you about all the holes left around the seat
when it is folded flat.  I looked at an 2006 Explorer XLT without the
3rd row seat and it has two plastic covers the completely cover the
area where the seat would be.  You can get a cargo shade cover too if
you get it without the third row seat.  So I had to order my 2006
Explorer Eddie Bauer to get one without a third row seat.  

I asked the dealer what the load carrying capacity of these two
plastic covers that make up the cargo area floor were.  They looked in
all the books they had and could not find any info.  If I go to Home
Depot and want to buy some 40 pound bags of top soil, how many can I
carry without breaking these plastic floor panels?  My current 98
explorer will carry 30 bags easily.