Is it possible to prove that, for a given problem, no optimal greedy algorithms exist?
Yes, there is such work. Allan Borodin with coauthors developed a theory where they formalize the notion of greediness and obtain results which approximation ratios can be reached with them. They introduce a class of priority algorithms, which generalizes greedy algorithms. Their first work on this topic is 
the paper "(Incremental) Priority Algorithms".

P.S. The previous paragraph answers on a different question: Is it possible to prove that, for a given problem, no greedy algorithms exist with approximation ratio less than some $1+\epsilon$? What concerns the question I suppose it is assumed there that optimal means exact so the question relates to problems in P (I assume greedy algorithms have polynomial complexity though I guess this is not necessary) which are known to have solution by other methods than greedy ones. And I don't know the answer on this question.

To ivotron: if you didn't mean my first interpretation I will delete this answer.