RFC 7231 says:
A sender that generates a message containing a payload body SHOULD
generate a Content-Type header field in that message […]
So it doesn’t say explicitly what to do if you’re generating a message that doesn’t have a payload body, but it certainly seems implied that not sending a Content-Type header would be appropriate in that case.
Content-Length: 0 is how you would indicate to the receiver that there will be no body, unless you’re using something like chunked encoding.