I think this is right but I want to check. The theory $\mathsf{WKL}^*_0$ is conservative over EFA for $\Pi^0_2$ sentences. And the first order part of $\mathsf{WKL}^*_0$ is axiomatized by EFA plus the following formula scheme, known as the $\Sigma^0_1$ bounding principle.
For every $\Sigma^0_1$ formula $\varphi(i,j)$ ( with $n$ not free): $$(\forall i<m)\, \exists j\, \varphi(i,j) \rightarrow \exists n\,(\forall i<m)(\exists j<n)\varphi(i,j).$$
So this formula scheme is not $\Pi^0_2$ and I want to check that I see this correctly.
I was puzzled at first because the quantifier on $i$ in the antecedent is bounded, so I ignored it. But I believe the correct point is that this quantifier comes before an unbounded quantifier on $j$, so when you prenex this formula it starts with $\exists i\,\forall j$, placed before a $\Sigma^0_1$ formula.
To state the general rule: when counting quantifier changes, you ignore bounded quantifiers that come after all unbounded ones. But even a bounded quantifier, if it comes before an unbounded one, must be counted.
Is that right?