I think the problem here is Excel, not Ignition. With your script, I get the actual data you're expecting if I open the file in a text editor:
Consider writing out the file data with a leading 'byte order mark', to make it UTF-8 with BOM, which I suspect Excel is expecting:
system.perspective.download(Filename, u'\uFEFF' + data)
The byte-order mark (BOM) is a particular usage of the special Unicode character code, .mw-parser-output .monospaced{font-family:monospace,monospace}U+FEFF ZERO WIDTH NO-BREAK SPACE, whose appearance as a magic number at the start of a text stream can signal several things to a program reading the text:
BOM use is optional. Its presence interferes with the use of UTF-8 by software that does not expect non-ASCII bytes at the start of a file but that could otherwise handle the text stream.
Uni...
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