Hi Flavio,
thanks for sharing the feature request!
While I understand the idea behind it, I had thought about it before and back then had decided against it. The reason was that I wanted the Store/Load pages to look distinctly different from the Main/Mixer/Global pages so you do not accidentally trigger a load or sometimes even worse, a store, thinking you´re in a different menu. This is why all the LEDs light up. Also to have an indicator for empty/used is not so trivial to do and either requires additional flash memory or a routine that checks all the patterns on entering a menu.
Regarding your other question about emptying all the patterns, you can re-initialize the Zaquencer by holding “Page<” and “Stop/Play” at startup. This will reset all flash memory (= all the patterns and the global settings). For single patterns you could always record an empty pattern via SysEx and then just send it back to clear a single pattern, or copy it from an empty slot.