Several other software tools also mess up leading 0s including R if used in a naive way without specifying extra options. My previous comment about this: https://news.ycombinator.com/item?id=25017116
Like R, MS Excel can also preserve leading 0s -- if you specify the option on import. (Click on Excel 2019 Data tab and import via "From Text/CSV" button on the ribbon menu and a dialog pops up that provides option "Do not detect data types" (Earlier version of Excel has different verbiage to interpret numbers as text))
Zip codes aren't numbers, they are strings that happen to contain only numeric characters
If you can learn a language, you could constrain type conversions easily once you have for knowledge.
Its not like there aren’t painful gotchas in other tools- it’s an issue if you aren’t aware of them and if they impact your work.
If it’s big, unusually complex, you probably want a DB before analysis.
If it’s repetitive, or advanced modeling/ml: python/r