Currently, you need at least one resource for a label.
When I try to lock on a label and no resource exists (yet) for that label, pipeline fails with

java.lang.IllegalArgumentException: The resource label does not exist: my_label.
at org.jenkins.plugins.lockableresources.LockStepResource.validate(LockStepResource.java:95)
at org.jenkins.plugins.lockableresources.LockStep.validate(LockStep.java:183)
at org.jenkins.plugins.lockableresources.LockStepExecution.start(LockStepExecution.java:43)

use case:
I want to create a pool of resources (testsystems btw) to be used in a build pipeline. The resources are created on-demand by a separated groovy-script job.
During nighttimes the pool will be completely empty though, and the build pipeline will so fail hard instead of waiting for the next resource