In Excel, how to get the highest value's name?

On my system, it works.

Maybe your list separator is not comma. Check your regional settings, mine look like this: my regional settings

If you have a different list separator (like semicolon), use it in the formula (instead of the comma), like this:

=INDEX(B3:B28;MATCH(MAX(D3:D28);D3:D28;0))