I downloaded your files, created a home directory for "badger" with a Documents subdirectory, and parked your .xls file there. Then I opened your PDF file in Acrobat Reader (without touching your LyX file) and clicked the link. I already had Firefox open. AR gave me the usual security warning, and then Firefox asked me if I wanted to open the file or download it. I opened it in LibreOffice Calc with no problem.
So your PDF output file is fine. Are you sure that the link does not work on your machine? What happens when you click it in AR? Paul