I think a can help a little bit with this question. First yes the smart ping has no performance data and with this no graph. What you see is that the CMK web interface sees the old RRD files from your old ping check. To get rid of this icon you can remove the old RRD and corresponding info files.
Test this with one host before you do it with all other 
After removing these two files from one host you can restart the core and rrdcached that no part has some old obsolete information. This step is not necessary 100% only to be sure that potential cached data/information is gone.
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