It seems to have vanished fairly recently. I'd like to get that feature back, too.

Yes, I noticed that too a little while back.
It's very annoying. I'd named many of my races or other benchmark activities specifically to make them locatable via that function.
Garmin Connect has always been poor on data management and stability but just removing basic features like that is still a surprise.

Still works for me.
Go to garmin connect.
In the url change modern to classic and delete everything to the right of that
Go to the explore tab and click on activities
Click show filters and select all that you want

Actually, much easier with this url. It's still there, just hidden

https://connect.garmin.com/modern/explore

Tried that. When I click on Explore -> Activities it takes me back to the modern site.

Frustrating that it's gone, I used it frequently. Only thing more frustrating was when they originally had it on the modern site but searches ran forever with no results or an error.