Cost Center Manager based approvals

Summary

What happens to a Purchase order when the rule requires Cost Center Manager approval, but there is no Cost Center Manager associated with the Cost Center?

Content

If we have a rule that requires a cost center manager approval.  However, it there isn't a cost center manager associated with the cost center in "Manage Department" it appears that the rule is skipped when looking at the approvals for the order.  Is this correct?  If so, how do we write a rule that rejects the order or throws a warning? 

Example:
Rule requires Cost Center Manager Approval
New cost center added in Manage Departments