Not in a cloud-based workflow, no. You can do it in Edge Workflows, however.
This falls in line with your previous question / request on adding Excel support to workflows, though that was about reading XLS files and this request is about writing one. I’ll add a +1 to that.
If your use case allows it, you could maybe create the file as part of a notebook execution. If there is a particular Python library you’d need to do that, just let us know and we can package that module up as a new image.