It turns out you cannot EXPLAIN on CREATE TABLE AS, but it seems to work 
fine if I extend the grammar as below:
  ExplainableStmt:      SelectStmt      | InsertStmt      | UpdateStmt      | DeleteStmt      | DeclareCursorStmt
+     | CreateAsStmt      | ExecuteStmt            /* by default all are $$=$1 */  ;
It's the same as SELECT INTO after all, which already works.  Should 
this be added?