This is the normal way to declare a variable of type byte in assembly:
msg0 BYTE "string_1 in upper case: ",0
What's the need to manually specify ,0? It probably marks the end of the string.
But isn't the end of the string obvious once we close the double quotes?
There's no implicit terminating zero appended by close-quotes because you don't always want that. e.g. for passing to a write system call that takes a length, you just want the ASCII bytes and a length (explicit-length string), not an implicit-length 0-terminated C string.
e.g.
msg db "hello"
msglen = $ - msg
Or as part of a struct or something, effectively defining a fixed-width char buf[4] or something where all the uses take all 4 bytes, not searching for a terminating 0.