What do we achieve by using PAM symbols symmetrical with respect to 0?
The probability of error for PAM depends on the distance between symbols. This means that the following two PAM constellations, both with distance $2$, will have the same probability of error:
\begin{align}
\mathcal{A}_1 &amp;= \lbrace 2, 4 \rbrace \\
\mathcal{A}_2 &amp;= \lbrace -1, 1 \rbrace
\end{align}

When using $\mathcal{A}_1$, the average energy spent per transmitted symbol is $(4+16)/2=10$ joules per symbol. When using $\mathcal{A}_2$, however, the average energy is $(1+1)/2=1$ joule per symbol: ten times less.

Even if transmitting a signal with constant DC (as pointed out by @AlexTP) were not a problem, you still want to use constellations that are symmetrical around zero because they minimize the energy expenditure for a given BER.

A good and simple excercise is to prove that this is true in general, and not just for the example I provided.