In 2014, when I have an exploded view displaying in an assembly, I can select a component, right-click and goto "Show exploded steps" on the context menu to highlight the explode steps that the component is used in.

In 2015, I can't find it.

I'm going to test it as a bug to see if it's a regression, but I was wondering if anyone was able to find it on their 2015 install.

Chime in and let me know if it's still there.