On passenger car CAN signals, the default is all zeros if there is no signal in that part of the message.
While the content of the unused part of the frame is largely irrelevant, the choice of all zeros seems to be the worst in two ways, although neither is significant.
Firstly, 0 is dominant, so it's take more power to transmit. I know it's not much, as an 8-byte frame full of zeros transmitted at 500 kbaud and repeated every 20 ms is only about 0.5 mW, but it could be avoided.
Secondly, the CAN stuffing bits mean that if all the bits are the same, the data part has one stuffing bit for each 5 data bits, making the data part of the CAN frame take longer to transmit by about 16% compared to data that keeps changing.