They're using CSV files. CSV import in Excel is heavily broken. I once tried to make a CSV where a cell read "01234". I found no way - it always came out as 1234. Manually formatting it as "00000" of course helped, but is not ideal.
And yes, in theory one CAN give Excel hints about how the CSV is formatted - but not when the CSV was double clicked in the explorer. In that specific case, formatting the column as "00000" was found to be less work than opening it with the wizard and specifying the right parameters.
But well, it's Excel. And its CSV support has many more WTFs in it... like, depending on whether you save from VBA or from the menu, it saves different CSV format... example:
A1 = "foo
A2 = "bar,baz;haha"hihi
B1 = "hello<CR><LF>world
Normally, Excel exports it like this:
foo;"bar,baz;haha""hihi"<CR><LF>
"hello<LF>world";<CR><LF>
However, when saved from VBA, it writes:
foo,"bar,baz;haha""hihi"<CR><LF>
"hello<CR><LF>world";<CR><LF>
Outside VBA, Excel can't read the latter version of the file... and from within VBA, it will fail to read the former version (no matter what parameters one specifies, the <LF> vs <CR><LF> inside the cell throws it off).