I just did this in class last week. The examples do work to create output. But you CANNOT use the SAS Add-in for Microsoft Office or Web Report Studio to execute this stored process, once you change &_ODSDEST to be TAGSETS.EXCELXP. Microsoft Excel, via the Add-in, cannot "receive" this type of output from a stored process.
So that's why the Tech Support note recomments that you should use a "Web-based client":
"This sample illustrates a common approach that can be used from a Web based client application" -- the Web based client applications are the Stored Process Web Application (SPWA) or the SAS Information Delivery Portal (IDP).
If you used the Stored Process Web Application or the Information Deliver Portal and the stored process still did not work, then that would be an issue best resolved with Tech Support.