Wouldn't be the first time:

https://support.microsoft.com/en-us/kb/168702

Keep moving that mouse...

Method 2: Move Your Mouse Pointer

If you move your mouse pointer continuously while the data is being returned to Microsoft Excel, the query may not fail. Do not stop moving the mouse until all the data has been returned to Microsoft Excel.

You forgot the best part:

NOTE: Depending on your query, it may take several minutes to return the results of your query to the worksheet.

At least, this KB article correctly puts the workarounds under the "Workaround" heading. However in the KB article linked to by this post, a workaround is put under the "Resolution" heading.

Now Microsoft must demonstrate how other operating systems have the same problem "in a certain way"... :-)