.MHT is a format that typically can only be opened by a web browser. In my (Excel 2007) when I try to open this XLS file what I get is a warning that "the type of the file is different from the extension, it might be a security threat, do you want to open the file". It is possible that, under different security policies and/or versions, Excel will not even allow you to open the file.
I believe the important here is to understand why the eSpace is generating MHT instead of XLS (possibly it is defining the wrong file format output).
I will look into this and let you know.
I have looked into the eSpace and it is effectively generating MHT, not XLS. It is possible that implicit conversion from MHT to XLS works with some versions of Excel and not with others. This is, however, an "excel-ready" MHT, so it is possible to simply open it with Excel and re-save it as XLS.
You might be interested in doing that with an extension, or so, in order to generate actual Excel files.
I could suggest a different approach: use the same library that is used by OutSystems to control Excel files (GemBox) to make the join. You could create a simple action to receive several Excel files (created with the RecordListToExcelNode) and merge them all in a single Excel file.
If I have the time, I will try to make one such extension, but you can try it yourself. Make sure to locate the GemBox.Spreadsheet.DLL from your Platform Server folder.