It's a common misconception, there's just one rule that stands in the way:
If the effect of a card or special ability requires you to choose one of two different actions, you must choose an action that you are fully capable of performing (if possible).
Since you are never able to add 2 wounds because of
Armor but you're always able to add more burdens, you don't have any choice in the matter. A related misconception is that you have to
take either 2 wounds or 3 burdens. You only have to be
capable of taking them -- preventing the wounds via
Sapling of the White Tree or something similar is fine.