The likes of GRC.COM http://grc.com/ make you think that any port not
blocked... is bad.
I wondered why if nothing there
Because there is a difference between a closed port and a filtered port. Deny vs drop. The less of a fingerprint you offer to attackers, the better. It's security by obscurity to an extent, but even a response from a closed port can give away clues about the software, OS and network stack that's running.