"yyyy-mm-dd hh:mm:ss.000" format does not work in all locales. For some (at least Danish) "yyyy-mm-dd hh:mm:ss,000" will work better.
as replied by user662894.
I want to add: Don't try to get the microseconds from, say, SQL Server's datetime2 datatype: Excel can't handle more than 3 fractional seconds (i.e. milliseconds).
So "yyyy-mm-dd hh:mm:ss.000000" won't work, and when Excel is fed this kind of string (from the CSV file), it will perform rounding rather than truncation.
This may be fine except when microsecond precision matters, in which case you are better off by NOT triggering an automatic datatype recognition but just keep the string as string...