If the DNS servers providing that message are hijacked due to BGP, the hijacker can simply not serve that notice and the registrar doing the lookup would never see it.
Merely hijacking the authoritative DNS for a domain does not defeat DNSSEC, which chains from the root to TLDs to registered domains. In other words, and assuming all CAs are perfect w.r.t DNSSEC, you cannot spoof a "No CAA record here" response for a DNSSEC-enabled domain merely by hijacking the authoritative DNS or a resolver.
I also had been referring more to CAA than DNSSEC. It is a premium feature at certain registrars such as GoDaddy, which hinders adoption.