I'm programming one now. There is no dealer mode, just a user set mode where a few seldom changed things like squelch setting, beeps, mic gain can be set. The programming software (got mine from the antennafarm) is needed for zone, channel and key assignments. It is fairly easy except I can't figure out how to delete a zone or channel once added. Nice little radio.
The F5021, and as far as I know, all newer generation Icom radios do have a dealer mode where basic channel information (TX/RX freq, PL/DPL, bandwidth and name) can be edited from the radio itself. It is in addition to the user set mode, which is also available on older series radios. Activating it involves accessing a hidden part of the programming software, enabling the dealer mode there, writing the new programming to the radio, and holding down two buttons while powering the radio on to actually access the dealer mode on the radio. Google "Icom maker reserved" if you want more info.
(Note: If you do this, make
sure you first read the exact radio you are going to write to before you enter the maker reserved mode, and do
not change any settings in that area other than the one necessary)
To answer your question about deleting channels and zones, it is a fairly simple process. To delete a channel, simply highlight it and press delete. To delete a zone, just delete all channels in that zone.