Yep, got that alright.
However, given that I use Microsoft Excel which is the more popular spreadsheet program out there to edit the file, I worry this might be cause problem unknowingly to other users.
Also, I have tried uploaded the exported CSV file to google sheet and it too omited the leading 0, so it is not Microsoft alone.
Though, I find that if the value contains space, then it is displayed perfectly. So, a “08123” will be converted to “8123”, but a “081 23” will still remain as “081 23” when opened by Microsoft Excel and Google Sheet.