"If no Digimon was deleted by this effect" refers to times where, when <Digi-Burst> is activated, your opponent doesn't have a Digimon with a play cost of 6 or less in play, or an effect makes it so that there are no Digimon you can delete. Essentially, it means there was no Digimon in play that could be deleted by "Delete 1 of your opponent's Digimon with a play cost of 6 or less."

No. If you use this card's <Digi-Burst> and your opponent has a Digimon with a play cost of 6 or less, you must target that Digimon when you activate the effect. If a valid target exists, you must choose it as part of the effect.

Yes. Digimon with play costs of 6 or less are valid targets. If you choose it, the "can't be deleted by your opponent's effects" will prevent it from being deleted, allowing you to trash the top card of your opponent's security stack instead.