When including zip codes during export, clients in Maine, Vermont, New Hampshire, Massachusetts, Rhode Island, Connecticut, New Jersey and U.S. Territory Puerto Rico will import into Excel without the 0 at the start of the zip code. For example, the zip code 04401 would display as 4401 in the spreadsheet.
You can change this by changing the Number format to Special for the zip code. Refer to this article for instructions on changing the Number format to Special.