hi -

technically, you can have the "sum" of one integer. if there is only one integer in a set, then, yes, "the sum of all integers in the set" is ... that one integer.

BUT,

the gmat is very conscientious about avoiding problems that turn on such nuances.
although many gmat problems are quite detail-oriented and particular, i have never seen a "trick problem" such as this one. so i wouldn't really worry about it.

whoever wrote this problem has simply lost sight of (or, perhaps, never had sight of) the ways in which actual gmat problems are written, and has decided to write "clever trick problems" instead.
(this issue is more common than one might think among test-prep types; the best explanation i can come up with is that it's less boring to write these trick problems than to write standard problems).

--

the short answer:
yes, you can have a sum of 1 number.
no, the gmat will not do this to you.