Some languages, like Swift, basically do this: they enforce that dynamically allocated objects are definitely initialized before they are used.

Also, many C programmers (in my experience) don't use calloc -- they just use malloc, and then they initialize the memory. The basic danger is that you forget to initialize part of it, and then you have garbage data in your object fields. Zeros are arbitrary, but at least they (usually) cause a seg fault if you try to dereference them as a pointer, for example.

I guess there's a secondary danger that even if you do initialize all the fields, you might end up with padding bits that don't get initialized, and those would contain parts of an earlier object. That shouldn't usually matter -- being padding bits, they're not meant to be accessed -- but zeroing them out could act as a security mitigation.