You’re correct up until the very last line, the exploding die remains a d4, it doesn’t become a d6 (Rogue’s Agile Motion skill is specifically explosion, and not inflation).
You can increase the size of the rogue’s dice by levelling up more, or purchasing “Surpass Limit” from the Dojo of the Flame, or by using an inflation scroll before rolling the dice pool.
But Agile motion alone does not increase the size of the dice that the rogue rolls.
Looking at it now, it is a little confusing at just level 2 with d4s, since mechanically it’s the same as just “the dice now explode instead of pop”, but obviously the values for explosions change if the size of the rogue dice is different - so that’s why it is the way it is.