The green arrow/triangle is an Excel warning. It is probably the warning about numbers stored as text.
The way to avoid this is to write the number without the percentage and then format it with a number format so that the percentage sign is displayed. That is how it is generally done in Excel.
With XlsxWriter you can do it as follows:
import xlsxwriter
# Create a new workbook and add a worksheet.
workbook = xlsxwriter.Workbook('percent.xlsx')
worksheet = workbook.add_worksheet()
# Create a percentage number format.
percent_format = workbook.add_format({'num_format': '0%'})
# Write a number as a percentage.
worksheet.write('A1', .12, percent_format)
workbook.close()