When I am running a command prompt as another user and launch
explorer.exe, it briefly shows as the other user, terminates, and runs as the current user. Is there a way to run it as another user?
If you are talking about the shell, that is the thing that shows you the desktop, you can have only one per desktop.
A desktop is a security object (see https://docs.microsoft.com/en-us/windows/win32/winstation/about-window-stations-and-desktops). They seem to have been largely ignored for years, but became quite used since they are involved in Windows Vista UAC.
Almost 2 decades ago when I was a Windows 2000 user, I discovered a tool called Virtual Desktop. You can download it here: https://sourceforge.net/u/danielvladutu/profile/
This tool would create "virtual desktop", which where actual desktops. Meaning several shells. I quickly realized that the shells would happily run under different user accounts, and made a tool that would allow me to have something close to Windows XP account switching. (There were some quirks back then).
Now you need to be aware that, provided this would still work on recent Windows, that means you can't simultaneously see both shells. One is on one desktop, the other one on another desktop.
Also this whole "desktop" thing is not related at all to Windows 10 virtual desktops.
If that approach sounds interesting to you, I can give you more details if needed.