Hi Jon,
You cannot influence this within the Mendix application, this depends on the browser behavior. You could configure this for your own browser in the browser settings (which will not affect other users), or you could look into storing the Excel export in a FTP or other remote location.
Hope this helps!
I saw this when looking for something else, in the sake of completeness, it is possible to write a file to any place from the OS runtime which you can access from a Java code and do write action from a cmd; some examples https://stackoverflow.com/questions/5797208/java-how-do-i-write-a-file-to-a-specified-directory