Qlikview/Sense use the first row to determine the display format for numeric values (numbers and dates). In your case, the first line has a leading zero, so Qlik assumes a numeric value with a leading zero for all other values in that field. '01' and '1' are equivalent values and are both loaded as '01'.
This is usually a good assumption. In your case, 01 and 1 are distinct values, so you will want to treat them as text rather than numeric, so load with the text function. For your inline example,this would become
LOAD Text([Lot Num]) as [Lot Num],
Lot Num, Order Num