Since Docs 2.0 CR1 and Connections 5.5 CR2, it is possible to edit .xlsm files. It works fine but I was wondering why the preview with Docs viewer failed. I found the response here : https://meisenzahl.org/2017/01/01/preview-xlsm-files-within-ibm-connections/#more-862
So thanks to Nico for this usefull post. It works well now for me.