If they have impressions, they're hurting your CTR. If they have no impressions AND no clicks, they are neutral
Except for the recent talk of Ad Relevancy, CTR was believed to have been calculated at the Keyword level. So I don't think that the impressions for these zero click keywords will affect the CPCs for other keywords by much.
If you have hit the quota for all keywords or on-hold keywords then you should delete these zero click keywords but otherwise I leave them where they are. After all why loose out on free advertising?