No, he makes a stronger claim than that.
States of affairs only require an explanation if we have some contrary expectation, some reason to be surprised that they hold.
That claim is just an unsupported assertion.
Also, I take issue with the concept of a state of affairs requiring an explanation. Certainly this requirement is not a property of the state of affairs, it is rather a property of a mind that is considering the state of affairs. But what does it mean even then? That a mind with this requirement refuses to beleive the state of affairs without the explanation? That a mind that does believe the state affairs but lacks an explanination will compulsively search for an explanation? Well, fine, you can reject requiring an explanation under that sort of definition, and still be interested in an explanation.
We have no prior reason to expect that "nothing" would be a viable alternative to "something." Trying to explain "why existence" is pointless; existence is, inherently. Explaining how existence works is the useful and meaningful goal.
Does the Universe Need God? (essay by Sean Carroll)
In this essay, Sean Carroll:
Dissolves the problem of "creation from nothing":
Uses Bayesian reasoning to judge possible explanations:
Correctly describes parsimony in terms of Kolmogorov complexity:
Discusses "meta-explanatory accounts":
Points out the theory-saving in and the predictive issues of God as a hypothesis:
See also his blog entry for more discussion of the essay.
Edit: added the bullet point about "meta-explanatory accounts."