Yeah, it could be done using the ADODB interface on data in the workbook itself rather than from some actual DB. See this link for an example: http://stackoverflow.com/a/26678696/1502035 That being said, when I encountered someone doing this I was pretty surprised as well.

Pretty wild - it would be nice if MS would put a little effort into their cash cows now and then so people wouldn't have to resort to such things though.