Direct editing of blank tpl files

Probably not - "direct editing" like in WYSIWYG, but template could be opened in a floating modal DIV (a-la "popup") for editing.

The only, yet significant, problem I see with that is that - files would have to either
a) be edited on the disk and Drupal does not necessarily have write permissions to theme folder, nor should it, probably
or
b) templates would have to be saved in the database (possible), but the problem with that is: database is not version controlled and saving part of your site's fundamental code in database is always very risky from project maintenance perspective.

So, we probably won't implement such feature in the near future, but that said, if somebody was to take on the project of creating such extension module, we will be more than happy to provide hooks and assistance needed.