Jasper - I believe the issue is related to which forum you are attempting to build the poll. For example, to build a poll within Destinations or Travel Tips, a location is required. To build in Marriott Rewards or Other Topics, locations are not required.
If this is not the issue you are having, send me a private message with the details of the poll you are attempting to build (title and verbiage of each of the voting choices). I will then construct the poll and capture the steps and reply back so you have a cheat sheet for building your next poll.
I had a similar problem when I created my poll earlier. I had filled out several valid locations on the original poll and that all took fine. When I went in later and tried to edit the poll, it kept telling me I had to put in a valid location and it would still give me the same error you were getting. I believe the only I found to make it finally work (from what I remember) was to actually delete one of the existing locations and then putting it back in again. I will copy the NathalieF on this bug to see if they can shed any light on this problem too.