What is XLSX?

A modern Excel workbook, which is really a zip full of XML. Unlike a CSV it knows what a number is, holds multiple sheets, and keeps formulas and formatting. It's what people mean when they say 'send me a spreadsheet'.

What is SQL?

Not a file format so much as a language, but a file of INSERT statements is how data has always been moved into a database. Every engine will run one, and it's the least surprising thing to hand to a database that already exists.