This mod has been done many times in the past in on-premise for our customers but at some point it should be stock functionality.
This is now possible - you can go to the Demand Forecast Entries (for example from Demand Forecast Overview page and then click Edit in Excel.
Works without any modification in SaaS installations.
This function would be helpful
Business Central Team (administrator)
Thank you for your feedback. It seems that requested feature has meanwhile been made available.