Hi Michael, a slight correction here. That crawl test will crawl a site and list any potential issues, but it does NOT add a URL to Open Site Explorer. They are two different, independent crawlers.
Eoin, Moz doesn't have quite the server farm that Google does, and we're not able to crawl as much of the web, and thus can't report on all of the links that are out there. It can also be a few weeks for a new URL to show up. As long as Google sees it, that's the important part.