I had this exact same issue. Searched for hours with no responses to help as of yet.
I think I found your answer!
On the "Main" tab of the web GUI, you should have a "ZFS Master" section.
On the far right of this, click the little gear for "ZFS Master Settings"
The 4th option in this screen is called "Destructive Mode", which by default is set to "No"
Change this to "Yes"
Now to back to the "Main" screen in the GUI.
If you click the "Actions" to the right of the domain in ZFS Master, you should now have the option to "Destroy"
I did this, and it deleted these empty folders!
I hope this helps others with a simple, yet frustrating issue.