“We’re having a problem opening this location in File Explorer. Add this web site to your Trusted Sites list and try again.”
This error can occur when the site collections parent doesn’t exist. For instance https://intranet/operations/hr/, if operations doesn’t have a site collection then hr will return this error when attempting to open file explorer.
The solution is to create a site collection for the parent along with an “explicit inclusion” in managed paths.
Additional reading
Here’s a link to a forum thread that provides more information on the topic.