if I use _explodeblock than the internal layer structure of the block is reset to the current layer. If I use _explode than it works. Maybe an option could be added to the _explodeblock command to select the final layer method.
Drag and drop that plug-in onto Rhino to add ExplodeBlocksToLayers command. You probably want the non-default option for how to treat layers. Indeed it does seem like this a job for ExplodeBlock.