The whole point of the National Interest *Waiver* is that "...the job offer, and thus the labor certification, be waived..." https://www.uscis.gov/working-in-the-united-states/permanent-workers/employment-based-immigration-second-preference-eb-2 So being unemployed does not preclude you from satisfying the EB2-NIW criteria. The USCIS Policy Manual is referring to: "See INA 203(b)(2)(B)(i). See 8 CFR 204.5(k)(4)(ii)." Also see the Policy Manual, section D : https://www.uscis.gov/policy-manual/volume-6-part-f-chapter-5
Now, I'm not saying that you are guaranteed to be approved at the interview. All I'm contending here is that the interview is very unlikely to get canceled just because you're currently unemployed. In the past, for a period of time, getting an Immigrant Visa did require that you demonstrate that you won't be a "public charge." This is still the law, but you don't usually have to prove that you are in financially good standing.