Actually you can create Excel files, just name the out file "export.xls" and it will open in Excel (adjust the field separator so that it opens nicely in excel, iI can't say which one will work for you, it depends on Excel's local settings).
I you absolutely need "xlsx" extension, then you can't use SqlFileExport : this action exports data to text files, not to binary files.
If you feel that xlsx creation with SqlFileExport is a must-have feature, feel free to submit a feedback