When trying to import a multi-select field in the Excel 2.4.4 add-in, a validation error is thrown:
Attribute '[field_name]' in column [column] uses unsupported type 'COLLECTION' and cannot be imported!
Release : 2.4.4
Component : Excel Add-in
This is expected behavior and is documented here: Rally Add-in for Excel 2010 and 2013 Installation and User Guide
A workaround is to install the beta Excel add-in located here: https://techdocs.broadcom.com/us/en/ca-enterprise-software/agile-development-and-management/rally-platform-ca-agile-central/rally/c-integrating-top/c-connectors/c-other/c-excel-2016-office-365.html