An explosion wouldn’t change the gravity situation though. Gravitational waves are not relevant here. The danger of an explosion would be the physical matter stripping the atmosphere, and radiation. I think it would take quite a bit longer before Earths gravity is affected significantly based on the drag from traveling through the debris. A gravity well is about the total mass in the center. So wouldn’t a significant amount of material need to make it past the orbit of earth before the orbit is directly altered? The expansion would impact the rotation of matter from the stellar body, but that is not coupled to an orbiting body in a vacuum.
You are right! People often say “what if the sun blew up” in the context of gravity speed vs. light speed thought experiments, but what they really mean is shorthand for what if the entire sun was somehow deleted in a single instant with no trace. But in reality, “blowing up” the sun is much different than “deleting” it and leaves its entire mass behind, just spread around more.
There is even a theorem in general relativity that proves that massenergy cannot be deleted, invalidating a whole swath of such thought experiments. Forgot what it’s called though.