From HTTP 1.0 :
When an Entity-Body is included with a message, the length of that body may be determined in one of two ways. If a Content-Length header field is present, its value in bytes represents the length of the Entity-Body. Otherwise, the body length is determined by the closing of the connection by the server.
So we can have a response with no content length. Of course that means the connection has been closed by the server, but this is not a problem for a response.
FTR, HTTP 1.0 defines nothing like a Keep-Alive directive (except that some servers have implemented it, but the spec is mute about it).