Currently there’s no way to clean up rally points other than targeting them to a new location. I think a quick way to clear them all would be a nice quality of life change. A hotkey, or perhaps something like control-click after pressing the Rally Point ability clears them.
The situation: knights are in my base. I’m making spearmen, and I don’t want them to rally anywhere, just pop out and start fighting. There’s no way to do that except changing each barracks one at a time to target itself, which is a lot of clicks in late game even if I had cycle individual barracks bound (I don’t).
I can see an argument for it just being one of those plates you have to spin in this genre, but 
. Having a quick button to push for ‘oh no my rallies are unsafe’ could be helpful.