This paper introduces a neuro-symbolic approach for relational exploration in cultural heritage knowledge graphs, leveraging Large Language Models (LLMs) for explanation generation and a novel mathematical framework to quantify the interestingness of relationships. We demonstrate the importance of interestingness measure using a quantitative analysis, by highlighting its impact on the overall performance of our proposed system, particularly in terms of precision, recall, and F1-score. Using the Wikidata Cultural Heritage Linked Open Data (WCH-LOD) dataset, our approach yields a precision of 0.70, recall of 0.68, and an F1-score of 0.69, representing an improvement compared to graph-based (precision: 0.28, recall: 0.25, F1-score: 0.26) and knowledge-based baselines (precision: 0.45, recall: 0.42, F1-score: 0.43). Furthermore, our LLM-powered explanations exhibit better quality, reflected in BLEU (0.52), ROUGE-L (0.58), and METEOR (0.63) scores, all higher than the baseline approaches. We show a strong correlation (0.65) between interestingness measure and the quality of generated explanations, validating its effectiveness. The findings highlight the importance of LLMs and a mathematical formalization for interestingness in enhancing the effectiveness of relational exploration in cultural heritage knowledge graphs, with results that are measurable and testable. We further show that the system enables more effective exploration compared to purely knowledge-based and graph-based methods.