What year, and trim level is your vehicle? Is it just the base model, 3 door (2 door + liftgate) variant of a 2nd gen Explorer? This is always good to mention.
I'd check to see if the old ballast and bulb still work, plug into other/right side to see, or connect to an alternative 12VDC power source with sufficient amperage. If they still work then some other fault blew the fuse. Do use a fused wire to test the old ballast with in case it does have a fault. Now that you have a new fuse in, have you checked to make sure it is intact and not also blown from further testing?
I'll attach a couple images. The first is a picture, definitely for a 2nd gen explorer of certain model years and more than base trim. It is located up under the dash, accessed via the right side of the driver's footwell. It has a plastic spring tabbed cover over it, so will just look like a black plastic box till the cover is removed.
The second is a diagram, something I have titled as for a 2001 Sport but omits the headlight relays in the same box/location so may be located elsewhere isntead like a relay box in the front of the engine compartment, not the main power distribution box but rather a smaller one possibly under the battery or air filter box.
However, the same, single headlamp relay is probably supplying power to both front headlights, so if the right side still works, I would lean towards suspecting a wiring fault somewhere between the interior fuse panel and the bulb connector, would check for continuity (and low resistance) between these two points, and that power is not shorting out, infinite resistance to chassis ground when a bulb is not plugged in. I'd also check to verify that your bulb connector ground wire, has low resistance to chassis ground.
If you are trying to turn the headlights on with the dash switch, both L & R headlights run through the same switch contacts as well, so it wouldn't be the switch with the right still working. After the switch is the Multi-Function Switch on the steering column but they still share the same wire and contacts there.
They (probably, not knowing model year specifics) share the same electrical path until it gets past the MFS and splits at the interior fuse panel, then separate fuses and wire runs to each headlight connector... through the LOM mentioned below in series, if equipped with that feature.
If you have a LOM (lamp out module), including a center console message center that alerts when bulbs are out, those have a common fault where the sense resistors on the PCB under the center floor console, overheat and break the solder joints or copper pads on the PCB, but this LOM feature is usually on higher trim level Explorers rather than the Sports, and you definitely didn't have it from the factory if it didn't have the message center console box to display the messages.