UPDATE I have it, but it's not about size, and we've been looking the wrong way. Size doesn't matter, and we need to look down, not up, for examples of unexplored places.
If there is sufficient funding, it would have to be absurdly large and absurdly laid out. If there isn't sufficient funding, it has too much economic, military, and philosophical value to remain unexplored.
No, instead it has to be not too large, but too dangerous.
First, why size can't save you.
You say there's air, power, lighting, mass transit, even gravity (?!). Setting up a permanent, manned colony on the station would be far, far easier than setting one up on the Moon. You still need to ship humans, food, water, and their equipment but not air and environmental systems. There's no issue of bone degradation due to lack of gravity, so they can stay as long as they like. This reduces what you have to launch significantly.
It makes keeping people on the station closer to maintaining an Antarctic research base than the ISS. While getting them there is still costly, many more people can stay on the station for months or years at a time. For example, Amundesen-Scott maintains 50 people over the winter.
But people are inefficient. They require food and water and sleep and have to return to base. Instead, use cheap quadcopter drones to do the exploring. They can be controlled by the people on the station, or by the people on Earth, or in a semi-autonomous mode. Drones are light and cheap compared to food and water and humans, so you can send a lot of them. Have the humans there not for exploring, but for drone maintenance and to do the odd thing the drone cannot do.
How long will it take to explore your structure? With sufficient drones exploring every path in parallel it will take as long as it takes to traverse the longest path. If your station is laid out with any sort of logic, this will be the time to go from one end to the other, plus time for doors. Room exploring time does not matter except to find the exits, follow on drones and humans can explore what is found in parallel.
Just how big? At a very modest pace of 1km/hour, 100 years (or 36,500 days or 876,000 hours) means the longest path must be 876,000 km. That's over twice the distance to the Moon. If the hallways are roughly 3m x 3m (space for a person to walk, plus piping and wires and structure and such), and we assume the twistiest path possible, that's an internal volume of 7,884,000,000 m3. or 7.9e9 m3. How big is that? For comparison the pressurized volume of the ISS is about 1000 m3 or 1e3 m3 or 8 million times smaller. Reaching for the handy Orders Of Magnitude By Volume (I love these lists) we find it is about the volume of Lake Thun, a rather large lake in Switzerland. And that's the best case using the most twisty and most nonsensical path.
Making it so big it cannot be explored by drones in 100 years is impractical. You either wind up with a ludicrously large station, or some ridiculous reason why you can't use drones, or an internal layout that makes no sense.
Now, why it will always been an object of interest.
If you want to leave something unexplored, do what archeologists do: be wildly underfunded. As any archeologist will lament, there's acres and acres and acres and acres and acres of unexplored and unstudied ruins and artifacts out there in the world and not enough money to fund the studies. As any archivist will tell you, museums are full of great stacks of unexamined artifacts and not enough money to fund people to sift through them.
So, like with exploring the Moon, maybe there was initially a great race in the 1960s to land on the station. After a few manned missions they didn't find the great wealth of knowledge they expected, and public interest and funding waned. Since there's gravity it can't even be used as micro-gravity research and manufacturing.
Later, with the advent of cheap spaceflight and cheap drones, universities can scrape together the funding to send one drone to the station, similar to how they can launch micro-satellites now. Other exploration is done by the odd commercial venture to explore the station in search of rumors of those lost ancient vaults of knowledge that must be there somewhere.
...but even this is absurd. A large, human-friendly, orbital structure has enormous economic value. It would be an enormous boon for the space mining and manufacturing industry. It would be used as a fuel and supply station and orbital construction center. Asteroids could be brought nearby for mining. Satellites could be serviced. Spaceships could be built and launched from orbit saving tremendous amounts of fuel and mass.
Looking at it from the Cold War perspective, it is the ultimate high ground. Whomever controls the station can threaten to drop a rock on their enemies. No major nation would allow it to remain unoccupied.
From another perspective, this station is the answer to the eternal question "Are we alone in the universe?" It's a big blinking sign saying "NO!" Of course it's going to be explored to find answers: Who built it? How did they interact with us? Where did they go? Can we go there, too?
Once we can reach this station, we would have no reason to leave. It would be our jumping off point to the stars.
Finally, how to make it unexplored.
Where on Earth have we not explored? Underground and deep under the ocean. Why haven't we explored there? Heat and pressure. Since it's a space station, you can throw in radiation.
There's lots of reasons why parts of the station (or the whole station) might be too hot, overpressurized, or irradiated. Maybe the environmental controls are broken. Maybe it wasn't built for humans. Maybe the power source is overheating. Maybe the radiation shielding has broken down.
As we learned at Chernobyl, even robots do not like working in high radiation environments, and even robots have to vent waste heat. This would severely limit how far and how long robots could explore parts of the station.
We can't fix it because we don't understand the technology. To us, their technology looks like a microchip would look to a 19th century scientist: a mostly featureless lump. All their essential systems are presumably encrypted far beyond our capabilities. Some of the critical systems are in the hostile zone. We don't care try to disassemble any of it because it might make things worse.
We don't understand their language and have no Rosetta Stone upon which to start a translation. If it is an alien language, we have no basis upon which to perform an analysis. We'd have to try and map glyph (if they even use them) to their functionality of technology we don't understand.
Slowly, painfully slowly, we'd do careful experiments to pick apart how (hopefully) minor systems work to learn the fundamentals. We'd develop new instruments and new areas of science and physics to analyze their tech.
And then, maybe in 100 years, we'd learn how to fix the station, reduce the hazards, and finally get a look at the core.