  We show that the resource theory of contextuality does not admit catalysts,
i.e., there are no correlations that can enable an otherwise impossible
resource conversion and still be recovered afterward. As a corollary, we
observe that the same holds for nonlocality. As entanglement allows for
catalysts, this adds a further example to the list of "anomalies of
entanglement," showing that nonlocality and entanglement behave differently as
resources. We also show that catalysis remains impossible even if, instead of
classical randomness, we allow some more powerful behaviors to be used freely
in the free transformations of the resource theory.
