Corsair Baron Tyrant Ability

[Not sure if this should be in the rules section, but it isn't a DE rule so I've put it here for now.]

Anyway, Corsair Barons have this ability:

"Tyrant: A Corsair Baron must be assigned to a friendly Troops or Elites unit chosen from the Eldar Corsairs army list at the start of the game and may not leave this unit during play. If using the Corsair Raiders Force Organization Chart, a Corsair Baron must be assigned to a unit chosen from the same Coterie. No more than one Corsair Baron may be assigned to any single unit, and a Cloud Dancer Baron may only be assigned to a Cloud Dancer unit."

Here's my question - what happens if you are unable to attach a Baron to any squad?

(e.g. If I have a Cloud Dancer Baron with no Cloud Dancer unit in the same detachment/Coterie.)

Well since it says "must be assigned" without any caveat like "if one is available", I suspect the list would become invalid without a baron attached to a unit.  I personally think of barons like sergeants who are purchased separately from the squad, as you may have noticed they are not *independent characters and therefore aren't a squad by themselves.

The one bonus there is that since they aren't independent characters, they are immune to the special rule that prevents infiltrate from being conferred to them, and therefore can be deployed with ghostwalkers. People still argue that they can't but I think it's pretty clear.

It just seems a bit weird to me if that's the case, since it doesn't come up until the game has already started - meaning your list becomes retrospectively illegal.

I would argue that the list is legal since the condition does not apply until the game starts. But if you are unable to deploy the baron legally at the start of the game he is removed as a casualty.