You are assuming some connection between selection (you mean in the Finder ? In a text editor ?),
and clipboard ?
In some contexts, copying the foreground application's selection will, for example, populate the system clipboard with graphic or other pasteboard items, and will create no textual pasteboard items.
I’m working in an editor. Not assuming that there is a connection: I want to use the Copy action to check. If nothing is selected, the Copy action should have no effect.
Here you're talking about a selection, but your macro has nothing to do with a selection. Can you explain what the objective of this macro is, in terms of what it should do in your workflow?
Checking the clipboard definitely works; I use this step in my decrufter macro to make the macro quit if there's no URL to process: