I have to say considering the mass and the distribution - I think the sport brakes are fairly good. That front rear distribution is a killer though.
anyway - if you just have to trade the pads, while there bleed it if you want. I will say this - it won't be the quality fluid you probably put in your own car either. so maybe you'll want to trade out the fluid.
do you have something like the motive power bleeder, or were you intending to do the old - hold the pedal and crack the bleeder method.
If you don't have a pressure pot bleeder kit - I suggest as an alternative the vacuum systems that go on the bleeder.
Was your WRX new from the factory when you bought it - did it maybe sit on a dealer lot some time? That's why I think it won't, or rather it shouldn't help matters on a new 2016 explorer. it came to your dealer for Chicago by train and truck, not container ship - and the fill method from the factory (and most all other factories) leads to nearly no air allowed in the systems from start to finish.
but, if you hopped up your wrx significantly I can see why you could be disappointed with the stock sport brakes.
My advice - drive it some more - get more used to the overall feel of the device - specifically it's mass and distribution and you might find the brakes are OK for it's use.
then - do some upgrade it will have more meaning. I suspect.
I'm thinking at around 50 (already at 22, yes it's not 1 year old yet) I'll be doing pads with moving to the interceptor parts on the calipers for the silicone seals.
someone else asked about brake lines - I'm amazed with how many explorers have been made there isn't a set of premade SS lines available for them.
meanwhile wonder if the taurus SHO set would work, random thought.