When using Delphox V's "Magical Fire" attack, do I still have to put 2 Energy attached to that Pokemon if my opponent doesn't have any Benched Pokemon?
Yes, you must still put 2 Energy into the Lost Zone when using Magical Fire.
Source: Lost Origin FAQ; TPCi Rules Team (2022-09-08)

Relevant cards

Note: All applicable cards may not be listed below.
SWSH11_27
SWSH11_27