Seems like number format in Sense is working correctly in Excel only when using custom format, not when creating format inside field expression. Custom format can be defined by field so I think you can use custom format instead of expression format.
May be you have created some of the expression fields as dimension. You can not define number format in dimension field, so please use always number field as measure.
To convert in Excel, click column A, Column B and change the format to Time
Then select Data|Text to columns and click Finish
Instead of using Send to Excel:
If you are using the IE PlugIn, you can right-click and choose Copy to Clipboard|Full Table. Then paste into Excel
Right-Click and Export to csv. Then open in Excel.