Large Audio-Language Models (LALMs) have made significant progress in audio understanding, yet they primarily operate as perception-and-answer systems without explicit reasoning processes. Existing methods for enhancing audio reasoning rely either on supervised chain-of-thought (CoT) fine-tuning, which is limited by training data quality, or on reinforcement learning (RL) with coarse rewards that do not directly evaluate reasoning quality. As a result, the generated reasoning chains often appear well-structured yet lack specific acoustic grounding. We propose Audio-DeepThinker, a framework built on two core ideas. First, we introduce a hybrid reasoning similarity reward that directly supervises the quality of generated reasoning chains by combining an LLM evaluator assessing logical path alignment, key step coverage, and analytical depth with an embedding similarity component enforcing semantic alignment with reference reasoning chains. Second, we propose a progressive two-stage curriculum that enables high-quality CoT reasoning to emerge through pure RL exploration, without any supervised reasoning fine-tuning, from an instruction-tuned model that possesses no prior chain-of-thought capability. Stage 1 trains on foundational audio QA with the hybrid reward to foster basic reasoning patterns, while Stage 2 shifts to acoustically challenging boundary cases with an LLM-only reward for greater reasoning diversity. Audio-DeepThinker achieves state-of-the-art results on MMAR (74.0%), MMAU-test-mini (78.5%), and MMSU (77.26%), winning 1st Place in the Interspeech 2026 Audio Reasoning Challenge (Single Model Track). Interpretability analyses further reveal that RL training primarily reshapes upper-layer MoE gating mechanisms and that reasoning tokens crystallize progressively in the upper transformer layers, offering mechanistic insights into how audio reasoning emerges through exploration.