That's all a fignewton of the display formatting; there are no spaces internally.
At the command line, you can close up the spacing via something like
>> num2str(zeros(4),'%2d')
ans =
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
>>
The format command doesn't have the flexibility to specify a specific format string, only short as an option that has five digit precision iirc...