A common-mode filter will block noise induced on the pair (and its reference ground) from making its way into your system, even if the differential receiver rejects it. In other words, the CM filter prevents EMI/ESD related system upsets in the presence of strong noise.
Even Ethernet, which not only uses differential signaling but also transformer isolation, can benefit from suppressing common-mode noise.
As to why it was applied to CAN bus and not RS-485 in that particular system, I suspect that the designer felt that the places the CAN bus connected to were more likely to have strong electromagnetic noise (like from ignition, fuel injection solenoids, and other power train sources) than the places RS-485 went (in-cabin only.)