I use SonataAdminBundle version 2.2.x@dev (commit 0d310108704c200f1542a00761ad3a884c24deb0) and when I export data in xml format - got html content in .xls file. Other format works well.
Why it can be? Missed dependency on server or bug in particular version?
It looks like sonanta has always done that. Xls are created by generated html compatible file.
The problem come from a recent office update which block html content for security reason. You should take a look at this for more information : Excel refusing to open files