How to select and delete all UN-loaded components in an assembly?
Specific when Component groups cannot be used since advanced assembly license is needed for that.
You cannot use "All But Selected" once All Loaded Components are selected, since the unloaded components are not visible.
Solution
The trick needs 3 steps, where an additional component attibute is set:
Step1 .. Initially set attribute e.g. LS=0 (LoadState) for all components.
Use Find Component --> By State --> All Components ..
MB3 on components, and set new attribute LS=0
Step2 .. Set attribute for only loaded components e.g. LS=1
Use Find Component --> By State --> All Loaded Components ..
MB3 on components, and set attribute LS=1
Step3 .. select all components having atrribute LS=0
Use Find Component --> By Attribute tab ..
Name: LS ; = ; Value: 0

OK .. now all Unloaded Components are selected

Delete (Ctr + D).
Notes and References
When Advanced Assembly license is available you can (re-)use component groups :
http://solutions.industrysoftware.automation.siemens.com/view.php?si=001-7493902Hardware/Software Configuration
Platform: INTL64
OS: window
OS Version: 1064
Product: NX
Application: ASSEMBLIES
Version: V12.0.2
Function: ASSEMBLY_MODEL
Ref: 001-8395492