A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data
It looks like it's new feature, not rolled out to everyone yet. Check this article: https://support.microsoft.com/en-us/office/getting-started-with-quick-access-eb533c0a-7ee9-40d4-8d29-0a88cc9e0231
As I understand it, this is a Quick Access from your OneDrive. I don't have that Excel version yet, so I can't try it, but check if they have added some new checkbox in Options, Save.