What version of Lightroom?
What version of Windows?
Nobody? Still have no functionality of the "Show in Explorer" menu option. This is fairly inconvenient, would like to figure it out.
It is working fine here, both as an Export setting and as a Right Click - Show in Explorer.
Have you tried resetting your Lightroom preferences?Resetting (or 'Trashing') the Lightroom Preferences file - Lightroom Forums
I just tried deleting the preference file, but the problem still persists.
Did a re-install of Lightroom, but it didn't make a difference. If Lightroom 6 is around the corner, maybe that'll fix it. I suspect it's a glitch with something in Windows 7 somewhere though.