Delete all the index.html file "Directory access is forbidden." when using .htaccess

They protect against an imperfect server setup that could allow someone to obtain a list of files in the directory. These are tiny files so it's a very small price to pay for a little extra just in case insurance.

Thanks, could you explain a bit more.

I mean how do they protect?  

If I have an .htaccess file with "Deny from all" these index.html files seem useless to me.

If I don't have an .htaccess file or it's misconfigured, these index.html files won't be a big protection.