Can Excel open an XML sitemap directly?

Yes — Excel can open an XML sitemap directly via Data → Get Data → From File → From XML (or the older File → Open with 'As XML table'). It parses the urlset and lays out <loc>, <lastmod>, <changefreq> and <priority> as columns. The catch: Excel can't follow sitemap-index files (it only reads the index entries themselves, not the child sitemaps), it can't decompress .xml.gz sitemaps, and it sometimes treats numeric-looking URLs as numbers. For a sitemap-index, manually open each child sitemap or use a tool that follows the index automatically. For most one-off conversions an online converter is faster and cleaner than wrestling with Excel's importer.