Had the bureau been Bureau 51, I would have figured that the number referred to Roswell. 1939 was the year that the first comic book dedicated to Superman was published. Superman himself, however, debuted in Action Comics #1 the year earlier. But even if this were the reason for the number (and it well may be), it would only be the RL reason -- not the in-universe reason. AFAIK, there is no in-universe reason for 39 to have any significance.
Joy,
Lynn
