TLDR: you have to choose something that changes the game state, if able

You cannot choose 'each investigator loses 2 resources' if no investigator has any resources. However, you can choose 'each investigator loses 2 resources' if one player has a single resource only. The game state changes by choosing that option, so it is valid.

From the rules reference:

Must

If an investigator is instructed that he or she "must" choose among multiple options, the investigator is compelled to choose an option that has the potential to change the game state.

In the absence of the word "must" while choosing among multiple options, any option may be chosen upon the resolution of the effect – even an option that does not change the game state.