Is there a reason to submit a tax return if I am currently abroad as a PhD student with no taxable income, either in UK or in Canada?

If you are not required to file a return, and aren't eligible for any credits, then you don't need to.

This FAQ has more information on who has to file a tax return: https://turbotax.community.intuit.ca/community/tax-filing/help/who-has-to-file-a-tax-return/00/873601