We currently don't support hiding worksheets in openpyxl so this is just ignored when reading the file and, therefore, lost when saving it. I don't think it should be too hard to add it. Please submit a feature request on Bitbucket.
[UPDATE]
The feature is now available:
ws.sheet_state = 'hidden'
Or actually xls_sheet.sheet_state = 'hidden'
in your particular case.