CSV: Export to Excel…
csv.exportExcel Export the active CSV/TSV file to an Excel .xlsx workbook. While the grid is showing, its filter, sort order and header setting are followed.
How to run it
Open the command palette (M-x in the Emacs keymap) and search for CSV: Export to Excel…, then press Enter. It has no default keybinding, but you can bind one in Settings → Keymaps.