It'd be helpful to note somewhere in the dialog box that leading zeros can only be added to ID3v2 tags, at least that's what trial-and-error have shown.
I'll add this information to the help file. Thanks for talking back!
You can add leading zeros to ID3v2 tags, APEv2 tags and Vorbis Comments. ID3v1 and MP4 doesn't support leading zeros for tracknumbers.