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VBA SAP EXCEL PREVENT OPENING IN SECONS SESSION

have a problem. I have written a macro in VBA. With this macro I execute several transactions in SAP and save these files in Excel. The saved file is then opened in Excel. This is then partly done in a new Excel instance. I cannot understand why this happens or what the rules are for opening in a new instance.
I have saved a Marko in my personal workbook Personal.xlsb. Because some of the Excel reports from SAP are opened in a new instance, Personal.xlsb is also opened in a new instance. As a result, I keep getting the following “warning message”.