Currently, only one worksheet can be exported at a time--not an entire dashboard. After Exporting the Data to a Crosstab, save the csv and change the file extension to an Excel Workbook (xlsx).
Hope this helps!
Probably you've already got it solved, but if not. Came across exactly the same problem and in my case following worked quite well (although would love to know more simplistic approach):
1. From my whole TDE file I've created an extract and applied filters to only pick up data captured in the particular dashboard
2. Opened the TDE extract as a new Tableau instance and went to view data:
3. Then in table view I've just selected all and copied it over to MS Excel environment.
It worked in my case as I only had to copy around 100K rows ... Not the smoothest method but works.