Q: When no more set-aside Monster enemies left, can I trigger action ability on this card to discard?
RR "Target" says :
The term "choose" indicates that one or more targets must be chosen in order for an ability to resolve. The player resolving the ability must choose a game element (usually a card) that meets the targeting requirements of the ability.
If an ability requires the choosing of a target, and there is no valid target (or not enough valid targets), the ability cannot be initiated.