For sure, I get that.
We used to ahve a budget package that was linked together. I think there were about 20 different files and some of them linked around in a circle as we traced them through. (It was built by a consultant that a former GM hired.) The thing was a spaghetti code nightmare, full of issues.
4 years ago I re-wrote the entire thing to turn it into a database/template model. I've got one central database that holds 4 different types of budgets in it. Each department has a separate template and we upload the data to the database via VBA, pullling it into our consolidated statements via PivotTables. So basically the deal is that I open up the template, refresh the history (to generate forecasted actuals), build my next year's budget, and upload it.
It still has some issues (coming from the guy who wrote it and still isn't finished improving it), but it works awesome. The benefits and drawbacks though, are that it is very much targeted at our systems, our key metrics and our way of doing business. (No template ever fit my business. We looked at budgeting software, but I could never seem to find any that fit my needs either.)
Reason I mention this is that I know your frustration. Excel may/may not be your route going forward, but I wouldn't necessarily rule it out because you can't find something stock. At the end of the day, it may be in your best interests to build your own package... after all, you already have, just in the form of linked spreadsheets.