I agree that checking behind the curtain is exploration, not metagaming.
But really, we assume things all the time. We assume that gravity keeps working. Barring special circumstances, we assume air will be around for our next breath. The universe is too darned big for us to operate without assumptions. We are hard-wired to assume for low-risk situations.
Which is not to say I won't laugh at the character who decides to jump through the curtains and out the "window" without looking, such that he rams his face into the solid oak door on the other side...
not only that, the game would devolve to 20 questions for every fact that a PC needs to verify every round. Is a monster in front of me? Am I still holding a weapon? Is my weapon still able to reach it? Do I still posess the skills to wield it?
The world tends to retain the same state as the last moment we observed it. Therefore, we assume that things will stay mostly the same, until such time as we discover a change.
It is not an assumption that the curtain hid a window. it's a guess. Technically, the Oracle didn't know for sure. But on the other hand, it didn't really matter. Because UNTIL somebody opens the curtain, it might as well be a window. it's Shroedinger's Window. If you want it to be a window behind the curtain, it is. Until such time as you directly observe it, and its natured becomes fixed in quantum reality.
Taking the anal-player less literally, the gamer sense of "don't assume anything" draws from killer-dm-paranoia style of gaming where everything in the game might be dangerous. Not literally questioning if the floor has turned into lava, etc.
However, even with this mindset, what difference does it matter when the Oracle says "hey guys, you wanted a window, there's one behind the curtain, duh!" Nothing has changed. You haven't brought in player knowledge that the PC wouldn't have equally deduced. The alleged window is still either safe or probably dangerous.
In point of fact, paranoid style gaming is more likely to be categorized as metagaming and violating the player/pc info gap. Because the PLAYER knows more about the risks and pitfalls than the PC who up until he started adventuring, has never known the world to be so cruel and capricious.