I believe ads that have impressions but very low CTR hurt your overall score. They are cryptic about this but it seems pretty accurate when you look at the board lately and some folks cannot find a .05 word in their campaign and others have tons of them. Clearly google is using more then the adgroup to create data on how we are doing.
I removed all keywords with a low CTR - below about 0.8
It may be a coincidence but my inactive word count went down by more than 1/2. And, my daily average CPC is now at 4 cents when all bids are at 7 cents. I used to have to run the campaign at 9cents to get similar visitors.
Regarding keywords with a low CTR, during SES I was privy to a session that talked about how removing low producing keywords can impact you negatively since searchers are apt to try an average of 2.3 keyword variations in order to narrow their findings, so while they may not click on the first selection of results, they may find credibility in your site should they enter 3 rounds of terms and see your site pop up all 3 times. I believe there are a few programs out there that will report for you the succession of keyword entry chosen before a person comes to your site. However, in contrast to all I've just said, on the technical side regarding if low CTR keywords affect your overall Quality Score, I couldn't tell ya.
I see i missed the mark in answering the first time. The effect of a zero impression keyword should be "zero".. No data good or bad BUT does google see it that way? Who knows. They do remove them after 90 days with a disable so I would think it is house keeping.