Excel cannot open the file

My client is getting an “Excel cannot open the file… because the file format or file extension is not valid” message when they are attempting an export.
I’ve tried “Export as .xls (Binary File Format)” to see if that would work but we get the same error message. For now, I’ve advised them to export it as a CSV file and this works fine.

Would you have any recommendations as to what could be causing this issue?