Zip Codes Missing Leading Zero In CSV Export

We do export the leading zero, however Excel automatically formats the leading zero out. You will need to use the Excel import feature to force Excel not to format the text - go to Excel > File > Import, then follow the prompts to import the file as a CSV, there will be a step where you can set the data type for the column, you will need to make sure the postal code column is "Text" and not "General".