Would it be beneficial to my campaign to raise my overall CTR by getting rid of the zero-click KWs?
But I'd intended to refer to the one click that does eventually get received - if you've filtered out all the others that weren't going to convert, this must be the good one ;)
Another excellent point someone made in another thread (apologies - can't remember who) was about the marketing and brand recognition that can be provided just be having your Ad displayed.
Since CTR plays a big role in things, I wouldn't be suprised if overall CTR for a group had some impact. Even if it doesn't, have keywords with zero ctr and a lot of impressions are likely to be maximum priced when and if they do ever get a click.