It's very self-contained, what works on your machine is almost guaranteed to work on the client's computer, given that they have the same Excel version. It's also very reliable, VBA apps can work for years without any maintenance or support.
Openpyxl is fine if you want to generate a report and send the results but for anything dynamic you would need to ship an interpreter, plus generate an exe, plus ship a workbook with the data, plus you probably need to write a GUI (users freak out from the cmd). This is much less reliable and requires constant support to users, VBA/excel apps rarely do.
This Python integration is a bit disappointing though as the "killer feature" of Excel is that it's self-contained and now it will rely on MS's cloud. This is yet another integration that will fail to kill VBA (we had JS and .net already but had similar issues), it seems that MS doesn't really understand how people use Excel :)