I don't know if the OP would need the flexibility to change the number to "count to" for multiple ListBoxes, but if so,your approach can be made flexible to allow for that. Just change the LB subroutine to this...
Sub LB(List_Obj As ComboBox, CountTo As Long)
List_Obj.List = Evaluate("TRANSPOSE(ROW(1:" & CountTo & "))")
And then call it like this...
Private Sub UserForm_Initialize()
Call LB(ListBox1, 5)
Call LB(ListBox2, 9)