aren't they all the same?
Of course not. What's the difference between "my bank account is zero" and "I have no bank account"? (Well, for one thing, I can't make a deposit into a non-existent account, but I can into one with a zero balance. If I have overdraft protection, I can even write a check on an account with zero balance.
Similarly, there's a difference between "no temperature" and "a temperature of zero." One is simply cold, while the other suggests that the thermometer is broken.