Digital Light & Color

I was wondering whether it make sense to add a script command like Open new empty workspace.

Currently when you need start afresh with an empty workspace, you have to be careful to first save your workspace before you use Close All Images. Even then you are still in your Workspace from Last Session. So if you then do not do any serious work and confirm mistakenly the Save workspace for later at the end of the session, your Workspace from Last Session will be overwritten.
The other option to get an empty workspace is to restart PWP8.

Command Open new empty workspace could enable to save the current workspace and then simply open a new empty workspace (session?).

What about a dialog box on Close All Images with options to save the current workspace and/or start a new session.

Close All Images requires a confirmation anyway, so adding more options does not add any extra steps for the user, and it avoids adding another command.

You are right. Adding another option is a good idea and a more convenient solution.