Interesting issue.
I have a Smart Trainer that can act as a HR sensor bridge. I don't have HR setup to use that. My Forerunner 955 only uses the built in optical HR sensor, which works extremely well for me.
If I pair the Smart Trainer, then only during an activity, my watch records and displays ZERO for my Heart Rate. When I stop the activity, it goes back to a valid optical HR reading.
I understand what is happening. But it seems like the watch should ignore an obvious bad HR connection (zeros) and use the optical HR sensor.
I think this is also an issue if a HR strap is paired and connected but not worn. Polar HR straps can continue to pair when sitting on a shelf and report zero bpm, for example.