REGR: appending to existing excel file created corrupt files
- [x] closes #39576
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Tentatively ready: I added a working test but I don't have MS Excel to make sure it is happy now. Waiting for someone to test it https://github.com/pandas-dev/pandas/issues/39576#issuecomment-774102850