But I don't think that's right. When you switch from a regular paragraph to a list, and then back to another regular paragraph, you usually want to interrupt the flow of text. You want the reader to know that what follows is a list, not just a continuation of the last paragraph. Similarly, when you put a quote in its own paragraph, it's usually because you want the reader to notice that what they're reading is a quote from somebody else. Or if it's a novel, you want the reader to know that one person is done speaking and another person has begun to talk.
Texts have structure, and typography should make the structure clear to the reader. Not indenting on the left side at all might make your blocks look prettier, but I would much rather have large margins around lists so that they stand out from the surrounding text. Large gaps and indentations are much more effective at conveying interruption than some symbols in the left margin.