Extract web Table with Excel

I'm trying to extract data from a Web table using Excel.

The web is: https://www.bankrate.com/retirement/best-and-worst-states-for-retirement/

I use Option extract from web of the Data Menu:

The problem is thta header of this Web table is not retrieved, while if we execute the same anothe other url (for example : http://en.wikipedia.org/wiki/List_of_U.S._state_abbreviations ) , header is properly retrieved.

Web table:

Excel table imported:

Is there ny "option", "configuration", etc in excel that allows you to automatically include header?