It sounds like either FileMaker is grabbing the data as comma-separated (which it's not supposed to do), or Excel is interpreting it as comma-separated. Give this a try: Do your copy, then paste it into a text editor (Notepad on Windows, TextEdit on Mac). Then, save the file using .csv AND .tab file extensions. Try opening both files in FileMaker and Excel and see what you get.
I seem to remember someone telling me that Excel will default its data formatting to the last-used type.
Hmm. I can think of no reason why I would want to use Excel over FM for reporting but trying exporting the data instead into an excel file and auto opening the file to see if that works any better for you. Just create a script with a varible to save and name the file.