Andy – Could you post the title/page as a zip? I tested in 16.2 and am able to get output that retains the exact entry with the leading zeros in both a question (entry) and a standalone entry field. One possible alternative, depending on your use case, may be to set a separate variable from the entry field, then use that variable for the return value. You could use an OnSelectChange that modifies the variable (i.e. “return”) with the variable name for the entry field (i.e. Entry_0001).
Otherwise, the zip or maybe clarification on what you mean by return could help with a solution!