Loof is right.
Nothing in the rules prevent you from targeting the Stadium.
There is a difference between the UB example and this one and they shouldn't be confused.
The reason you can't play UB with an empty deck is due to the fact that the hidden information (aka your deck( is no longer valid. You can always chose not to find anything if you search your deck, for obvious reasons, however if your deck is empty any card that requires you to “search your deck” bypasses the hidden information rule and thus becomes invalid.
In the case of the Prism Star cards we are dealing with an effect that states:
Whenever any player plays an Item or Supporter card from their hand, prevent all effects of that card done to this Stadium card.
They key element here is that the card doesn't prevent you from targeting it, it will simply prevent the effect. Imagine playing Buzzwole / Landorus and your opponents has a Bench Barrier Mr. Mime on his side. You still need to chose with Pokemon on the Bench should receive the 30 damage, even though technically the damage is going to be prevented either way.
For the same reason you can target Primal Groudon EX with Lysandre, Hammer and whatnot, you just wont get anything out of it.
There can even be situations where discarding your own Field Blower is the right play and simultaneously there will be situations where this is wrong / or was done without knowing the card.
You can make mistakes in this game and that's pretty important in my opinion.
The shadows of the abyss are like the petals of a monstrous flower that shall blossom within the skull and expand the mind beyond what any man can bear, but whether it decays under the earth or above on green fields, or out to sea or in the very air, all shall come to revelation, and to revel, in the knowledge of the strangling fruit - and the hand of the sinner shall rejoice, for there is no sin in shadow or in light that the seeds of the dead cannot forgive...