The problem is due to the way Excel renders data downloaded from Tableau. There are many ways to deal with this depending on the source of download.
If you are downloading from Tableau Server or Online. Tableau already has a suggested solution in the link below.
Alternatively, if you are exporting directly from Tableau Desktop then you can try one of the approaches below.
1: Use Export Crosstab to Excel. This method exports the data directly into Excel and will preserve the formats. However, it can be very slow if your crosstab is large.
2: Use Copy Crosstab. This method is relatively faster. However, you will need to manually paste the data into an Excel sheet and the leading zeroes will not be preserved.
To preserve the leading zeroes,
In Excel, go to File and click the dropdown button under Paste. Select the Use Text Import Wizard option. Click Next
Hope this helps.