Thank you for this @ElaineEvans.
I however seem to not have the issue anymore. I noticed that since my latest ArcGIS Pro install (2.9), I can connect to Excel files, surprisingly without Microsoft Access Database Engine driver, I think. I don't remember installing Microsoft Access Database Engine nor can I find it on my system.
I used a 64-bit Microsoft Office Click-to-Run (CTR) installation for my Office products.