Unfortunately the entries do not use moodle forms so you can't add validation before submitting the field entry easily.

1. Create a database activity.
2. Add a 'menu' field with no options.
3. Go to add an entry you will get the following error - "Go to ‘Add entry’ and you get “Debug info: Argument 1 passed to html_writer::select() must be of the type array, null given, called in [dirroot]/mod/data/field/menu/field.class.php on line 50 and defined”"