In SQL Server Management Studio, there’s no single-step way to save a result set to Excel. Most commonly I will just copy/paste a result set into a spreadsheet, but depending on the size of the result set and the types of data involved, that doesn’t always play nicely.
But Azure Data Studio does it WAY better, trust me. If you want that result set in a spreadsheet, just save it as one and poof – you have an Excel file!
Considering that Excel is the most popular BI tool, it makes sense to support it.