This guy is from Drexel, so he must be right: use the leading zero.
I found one quote on that site especially interesting, since it implies that the leading zero was customarily left out in the English system of units, but was strongly urged in the metric system of units.
"In the United States, the standard decimal marker is a dot on the
line (i.e., a period or 'decimal point'). When writing numbers less
than one, add a zero before the decimal marker. For example, on a
drawing you might define a small length in English units as
.032 in., but write the metric length as 0.81 mm."
Perhaps the leading zero is especially important in Europe (birthplace of the decimal system), where many write decimals using a comma: 0,81 mm.
Ex: The length is small ,81 mm.
What is the error? Is there a missing comma, or is the comma misplaced? See how confusing that is, without the leading zero?