If you use a number field on the form the database backend generates an integer field in your database table.
Integers being numbers cannot have leading zeros when stored.
You could "cheat" a little by using the international phone number field (but you will get a phone number not valid error if people mistype) or use a single line text field and using some javascript add pattern="[0-9]*" to the element which will only allow numbers to be input. As the single line text is stored as a varchar it can have a leading 0 as it's not a number but a string.
For example if your single line text element is element_3
$(function() {
const element3 = $("#element_3");
element3.attr('pattern', '[0-9]*');
}