Yes your URLs should be in the same language as the text. This helps in better keyword targeting. Since keywords in the URL help in better ranking that pages which do not have keywords in their URL. You should definitely do this.
Even more, if your targeted users are searching in Portuguese, the URL will be more appealing and promising to the users if it is translated.
Will this affect the ranking when an user search about explorar cidades?
Yes it will help you rank better in SERPs.
Google will get a match of the word
explorar cidades in your URL and it will be sure that this particular page is talking about
Is it worth the change?
Yes it totally worth your effort and time.
Only thing you have to keep in mind is that you will have to target the keywords for which users are searching in the URL.