Hi:
TAGSETS.EXCELXP is the only destination that creates multi-sheet workbooks. ODS TAGSETS.EXCELXP generates Spreadsheet Markup Language XML -- and the XML is very verbose. Rendering the XML into Spreadsheet form and especially multi-sheet form takes time.
Other than HTML or CSV, which both create single-sheet output when rendered in Excel, the only other tagset destination that creates output for Excel is TAGSETS.TABLEEDITOR. It makes an HTML file with embedded VB Script to create an Excel file usually with a button to initiate the export from HTML to Excel using VB. I don't remember whether it creates multi-sheet workbooks or not, but the doc and the updated tagset template is here:
http://support.sas.com/rnd/base/ods/odsmarkup/tableeditor/index.html#update
Using the SAS Add-in for Microsoft Office allows you to open data sources, run analytic tasks or create stored process results all from within Excel. Have you benchmarked the time to open the multi-sheet workbook in the Portal against the time to open a workbook that was designed using the SAS Add-in for Microsoft Office??
cynthia