what you mean is "how can i blend to a transparency of zero?" Thats very different from a density of zero. Currently illustrator doesnt support gradating between different levels of transparency. This is because most printhouses' RIPs wouldnt separate it correctly, not becuase Adobe doesnt know how. One way out is to lower the transparency on the whole shape but this usually is never what I am looking for. The other way out is to do a manual shape blend between to shapes with the same fill color, only one of them is transparent.