First, where did this come from?
We don't know. We're not entirely sure we understand if the question makes sense and we might be doomed to forever speculate. Cosmologists are working on an answer, but whatever that answer is will only result in 'where did THAT come from' until a point is reached where that kind of thinking doesn't really make sense any more, or no further progress is possible.
Next, why/how did this material spontaneously explode?
Actually a difficult question, and the best answer that can be given requires a lot of background learning: negative-pressure vacuum energy density.
I'll cut to the chase and say I don't really understand myself.
How did round planets form? Normally when something explodes, it is not round.
IIRC they used to make lead shot by dripping molten lead of a tall tower. The lead would naturally form into spheres, hit a reservoir of water and solidify as spheres.
Spheres naturally form all the time. Like soap bubbles. Indeed - if you 'exploded' a tank of water and filmed it at high resolution you'd see lots of round things.
Here is something like that occurring at a smaller scale. Here is
a lemon exploding, you can see spherical drops of water/lemon juice quite clearly.
With those examples, it's kind of a function of surface tension. At larger scales, the force of gravity becomes substantial enough to have a similar effect. Which is why big things in this universe are all round - unless some other force is acting to change that.
So, assuming we have an explosion with sufficient material and conditions to create round planets, wouldn't there be a gas "bubble" near the source of the explosion?
It's been said before, but I'll repeat it anyway: The expansion wasn't an explosion caused by the rapid expansion of hot gasses in a confined area leading to a buildup of pressure until a (designed) failure of containment occurs and bits of casing and other shrapnel are scattered around. And, except in a particularly pedantic fashion, the expansion didn't create round planets. Round planets formed because the distribution of energy in the expanding universe was 'lumpy'.
Suffice it to say - it's more complicated than it looks and you should be cautious when using simple analogies and your attempts to imagine the picture the scientists are trying to convey. Ultimately it comes down to the maths - and the maths is not straight forward.
edit: OH! And welcome to EvC by the way. I'm normally more polite than to forget a welcome - you'll have to excuse me: I have been, and continue to be, rather ill (nothing serious, thankfully).
Edited by Modulous, : No reason given.