Both, the native macOS file chooser
and the cross-platform file chooser
have file filter drop-down lists (marked red above).
You need to change the filter to one that accepts Excel files. yEd offers two such filters, the "MS Excel 97/2000/XP (*.xls)" filter and the "MS Excel 2007 XML (*.xlsx)" filter. Choose the one that matches your Excel files' file name extension.