Intake manifold gasket could be woofed. Cheaper than pulling the heads. spray WD40 along edge of manifold to head area.
1st gen 4.0 Explorers were notorious for loose manifold bolts after 75,000 miles. 1993 was the worse but they all can be afflicted. Usual problem was indicated by pinging. Oil would get sucked into cylinder intake and carbon would build up and compression ratio would go up as well.
Right now I don't even remember if 4.0's flow coolant through manifolds...
You gotta 4.0 or 5.0?
Next would be warped head(s). Compression leak down test.
Worse case, cracked block and or cylinder wall. Above test plus cooling system pressure test.
Good luck,
stilbo