I'm corpse dancing a phyrexian plaguelord, and I don't want it removed from the game, so I keep saccing it to wipe out opposing creatures. Later in the game, the board is empty of any creatures, and I corpse dance the plaguelord on my turn to start going on the offensive. Can I use the plaguelord's second ability (Sac a creature: Target creature gets -1/-1) to send the plaguelord to the graveyard? Or since there are no legal targets after the cost of saccing the 4/4 has been paid, the ability cannot be played?

Thanks for your help.