Following the approach, I had some issues with pd.concat, there I changed that creating an array insted of concat. Hope it works!
files = glob.glob(r"D:\XX\XX\XX\XX\XXX\*.xlsx")
# note we are wrapping in delayed only the function, not the arguments
delayeds = [dask.delayed(pd.read_excel)(i, skiprows=0) for i in files]
# the line below launches actual computations
results = dask.compute(delayeds)
# after computation is over the results object will
# contain a list of pandas dataframes
dask_array = dd.from_delayed(delayeds) # here instead of pd.concat
dask_array.compute().to_csv(r"D:\XX\XX\XX\XX\XXX\*.csv") # Please be aware of the dtypes on your Excel.