Soo...does Storm destroy itself when activating and if it doesn't then what's the difference between Storm &Black Rose Dragon since Black Rose Dragon destroys herself as well?

Short answer: Storm doesn't destroy itself. (You can stop reading now, if you want to.)
Long answer: Bear with me

The main difference is that one of these Effects is a Monster Effect, while the other is a Spell Effect, and as stupid as this answer might sound, this fact lies at the heart of this problem.

The following Game Mechanic is one that few people are well aware about, but dominates throughout the game and, if you ask me, is one of the most important Game Mechanics out there. I'd suggest you'd pay attention!

In the game of Yu-Gi-OH!, before anyone can make any action (activate a card/effect, contact Fusion, Synchro Summon, etc. (basically do anything at all)), the game will check if the desired action is legitimate, BEFORE it is actually made. This is called "the Attempt" (The attempt of activating a card, the attempt to Summon a Monster, etc.).

In this case, we are talking about the attempt to activate an effect. The effect of destroying all (non-Monster) Cards on the Field.
When wanting to activate an effect, the game checks if the effect in question can resolve at the time of the attempt of activation (BEFORE the card is activated). Seeing as costs are paid when a card/effect activates and the attempt is made before the card's activation, the game checks whether or not a card/effect can resolve before any costs are paid, if there are any.
-This is also the reason why you cannot Synchro/Xyz Summon using Fossil Dyna-

Let's first look at Storm:
Say that you have Storm in your hand and you want to activate Storm. What will the game check exactly if you attempt to activate Storm?

Code:

"Destroy all Spell and Trap Cards you control, then destroy as many Spell/Trap Cards your opponent controls as possible, up to the number of your own cards you destroyed."

Since Storm has no cost(s) and everything on the card is an effect, everything needs to be able to resolve. The first sentence is crucial here. You need to be able to destroy all Spell and Trap Cards you control, as you won't be able to destroy any of your opponent's Spell and/or Trap Cards if you haven't destroyed any of your own. So what will the game check? The game will check if you have any Spell and/or Trap Card you control to destroy. This means that Storm can NOT be activated if you have no Spell and/or Trap cards on your side of the field before the activation at all. Storm (and similar cards like MST, Heavy Storm, etc.) can not be activated (from the Hand) if you have no other Spell and/or Trap cards on the field (in the case of MST and Heavy Storm, if neither player has any other Spell and/or Trap cards on the field).
Because of this, the general rule is that Spell and Trap cards that destroy Spell and/or Trap Card(s) can not destroy themselves.

Now let's look at Black Rose Dragon:

Code:

"When this card is Synchro Summoned: You can destroy all cards on the field."

The requirement(s) for the activation of this effect are that the Monster has to be succesfully Synchro Summoned. The effect of this Card is that every card is destroyed. So what will the game check?
Can the effect resolve at the atempt of activation? When is the attempt? Right before the effect is activated. The game will check if there would be any card(s) to destroy when the activation of this effect is attempted.
Say that the only card on the field is a freshly succesfully Synchro Summoned Black Rose Dragon. The game will now check if there are any cards to destroy, in order for the effect to activate. Are there any? Yes, the Dragon itself, meaning that the activation of this effect is approved and the effect resolves. Since the effect can resolve if Black Rose Dragon is the only card on the Field, it would destroy itself.

As I said at the beginning, Black Rose Dragon is a Monster Card, meaning that its effects activate when the Monster is on the Field, meaning that the effect can always properly resolve, as there is always at least 1 card to destroy through its effect.
When attempting to activate Storm, the card would (generally) be in your hand, meaning that, if you don't have any other Spell/Trap Cards, the activation would be illegal and you wouldn't be able to activate the card.

I guess you could argue that cards like Storm, Heavy Storm and MST could destroy themselves if set on the field first, but I've explained above why the general rule is how it is.

I hope this'll help..

solved.