I'm pretty sure (although I've not used DB2 in a while) that DB2 still does not support joins in update statements, so you'll need to use MERGE;
Something like this (freehanding it since I don't have DB2 available, so may be slightly off);
MERGE INTO Sales_Import si
USING (SELECT AccountNumber, LeadID FROM RetrieveAccountNumber) ra
ON (si.LeadID = ra.LeadID)
WHEN MATCHED THEN
UPDATE SET AccountNumber = ra.AccountNumber