This one came up twice to a player who had no coastal cities (once to someone with a coastal city on the Caspian and therefore no open ocean.)
] 30.611 A Cyclone will occur in an open-sea area and affect all
] directly bordering coastal areas. The open-sea zone that will
] affect the most of the primary victim’s cities must be chosen. The
] primary victim breaks any ties.
The wording in 2.05 does not have the calamity fail to go off in these situations. For that game, by consensus, we decided that it did fail to go, but that isn't what is written

If we took the rules literally, then that player much choose some other open sea area that caused the greatest amount of damage. All open sea areas are possible to be chosen as all of them have an equal number of the primary victim's vulnerable cities, i.e. all of them have zero.