Try running Azure Data Studio, and see if you have the same issue. (ADS is bundled with SSMS 18, so you should have it.)
Another way to load data to Excel is to do it from Excel. Go to the Data Tab in the ribbon and select Get Data. This is overall a more robust way to load data into Excel, since Excel gets type information. When you copy and passed, it runs a guessing game which does not always go well.