From the Store description:
Backup your Text / SMS Messages from your Phone or Devices with SIMs. The text messages are exported to Excel Sheet. You can select the duration of the messages.
Once the messages are exported to Excel sheet, you can use a lot useful features in Excel such as Column Filter.
I was impressed by the slightly retro interface, with status blocks letting you know what's going on at all times. I suspect the actual export only takes a fraction of a second, while the messages give the impression that the app is working harder and that the export takes 10 seconds. But I'm happy to forgive this in the interests of clarity and keeping the user fully informed:
You can grab this in the Store for free here (until the end of May 2018). SMS to Excel is a UWP app and also runs on the Desktop, but of course there will only be SMS to find there if you've synced everything through Skype and have it set to handle your messaging on the phone. So best think of this as a phone utility, from which you can share an Excel file as needed.