Contrary to popular misunderstanding, CAN is a three-wire interface. The three connections are CAN-High, CAN-Low, and CAN-ground. Most people (including many Electronics Engineers) often believe that only two wires are needed... CAN-High and CAN-Low. In practice, two wires are indeed normally sufficient in a vehicle. That is because each node on the CAN bus uses the same ground, and that ground can be different from node-to-node by several volts and things will still be OK. In a test cell, or other ad hoc network situations, where CAN nodes can have different power grounds, three wires are always the best practice.
CAN is a differential bus interface, hence why two wires are needed in addition to ground, instead of just one wire and ground, as is the case with some other network physical layers. While one wire goes high the other goes low, and vice versa. This gives the bus better immunity to noise, both radiated and conducted; effectively increasing the distance CAN messages can travel without corruption.
The USB is also a differential bus, but the behavior of USB is much different than the behavior of CAN. Differential signals have a characteristic called common mode rejection. This is the ability to disregard the effective DC level the signal pair rides on. That effective DC level shifts when the ground voltage differs from node-to-node. In a vehicle, sheet metal ground can vary by up to 1V and still be considered OK. This is because the sheet metal is used as a power source causing current to flow across it. Sheet metal has resistance and that resistance causes appreciable voltage drops to occur when significant current flows. Most vehicle specs allow up to 1V between different body points and still be considered OK. If you try to measure this, you may need an Oscilloscope to see it, as the biggest voltage drops are dynamic (high frequency AC) in behavior.
CAN can usually deal with several (>7V+) Volts of ground offset between nodes because the transceiver has high common mode rejection, so even a few Volts between grounds is fine. However, USB does not have high common mode rejection. If the ground voltage between two USB nodes exceeds about .5V, bad things happen. Exceed it by a little more than .5V and data is often lost. Exceed it by more and the connection may need to be reset. Exceed it by more yet, and the smoke comes out. Without that smoke it won't work. Perhaps you’ve heard of the difficulty in putting the smoke back in once it escapes. This why USB connectors always have USB ground hardwired between nodes and CAN connectors may not (USB is always at least a four wire connection).
However, despite CAN's high common mode rejection, in certain cases the CAN ground will be needed and in most cases it won’t hurt to have it there unnecessarily. For example… According to the schematic, the CBT appears to be powerable via the USB, without any 12V connection. If the USB is connected to a laptop PC, the PC ground is the USB ground and then of course the USB ground becomes CAN ground for the CBT. If the PC is powered from an AC power source, the PC ground might be at a different potential than the actual vehicle ground. If the CBT has no connection to vehicle ground at all then the vehicle CAN ground can be at a much different voltage than the CBT CAN ground and the CAN bus connection to the vehicle can be disrupted. Any big difference in ground voltage between the PC and the vehicle can permanently damage things, or just give you headaches with intermittent issues. The bottom line is to always remember that CAN needs all three wires in order to be robust. The 3rd wire is there normally by default via the 12V power connection (and it’s ground), so as long as the CBT isn’t powered from a source other than the vehicle, two wires for CAN should be fine.
Last words of wisdom on CAN… CAN’s differential wiring is meant to be a twisted pair. The twists need to be in the same direction as, and with about the same number of twists per distance as, the CAN bus the CBT is connected to. The higher the CAN bus speed, the more important this is. 250 kbps and higher should be twisted for sure. If the vehicle is a hybrid with a high voltage battery, then twisting, split termination, common mode chokes, filter caps, and daisy chain topology rules should all be strictly followed. In some extreme cases shielding of the CAN pair may become necessary. The Brits call this shield a “screen”. That is because they don’t use screens to keep out bugs when they open their windows in the summer, or they would know better than to confuse the two concepts. Any shield wire should only be connected at one end to avoid the shield from becoming a current carrier, defeating the shield's purpose (and making the shield that was intended to minimize noise into a noise maker).