The overall inertia tensor is not zero in this case because there are still masses (wheels, wheel carriers) in different locations of the vehicle. The overall tensor would only be zero if all the masses of the vehicle were located in the exact same point. The masses and inertias of these additional bodies are set in the "bodies" tab of the Vehicle Dataset:

If you set their rotational inertias to zero, they can be considered as point masses. But a point mass can nevertheless create a rotational inertia if you rotate it around an different axis (the rotational inertia of a point mass is m*r², where r is the distance to the axis of rotation). So for example if you set the inertias of the wheels to zero, they still have a mass and therefore they create a moment of inertia if the vehicle is rotated around its z-axis.

In the calculation of the vehicle overall inertia tensor, all these aspects are considered.