You can create an ExcelWriter object with the option not to convert strings to urls:
writer = pandas.ExcelWriter(
r'file.xlsx',
engine="xlsxwriter",
options={'strings_to_urls': False}
)
df.to_excel(writer)
writer.close()
In more recent versions of Pandas, you need to write
writer = pd.ExcelWriter(
r'file.xlsx',
engine="xlsxwriter",
engine_kwargs={'options': {'strings_to_urls': False}}
)