Excel live connection export issue

Hi simonefraquelli -The Excel version you are using is updated to the latest version. Compatibility issues between older versions of Excel and Power BI Service could lead to problems when attempting to connect to live data.

Power BI Service should also be updated regularly by Microsoft, so ensure that the issue is not related to an older or problematic build.

To diagnose whether the issue is with the dataset or report itself, try exporting a simplified report with a small dataset to Excel using the same method. If this works without errors, there may be issues with the specific dataset size or configuration you're working with.

similar issue, you can refer to these documents:

https://docs.microsoft.com/en-us/power-bi/desktop-troubleshooting-analyze-in-excel#forbidden-error;

https://docs.microsoft.com/en-us/power-bi/service-analyze-in-excel#requirements.

or As an alternative approach, you can use the Power BI REST API to automate the export of data to Excel or CSV formats. This method can bypass some of the issues encountered in manual export processes.

Hope the above information and solved links helps.