I appreciate that you added a warning which displays after the user has entered the scenario or tutorial menu, saying that none are available.
However, after closing this message, the user still has the option to start the game by hitting the "Play now" button (with a NULL value for the scenario/tutorial), and if she does, the game still crashes. Maybe you could remove or better disable the button to start the game in this case? Or, even better, bump the user back to the menu she came from instantly after closing the message box?
The code could possibly be copied from the "Load Saved Game" menu where the "Load Saved Game" button has no function if no savegave was selected (and none is selectable if none is available).