Disclaimer: I'm not confident about this argument because of the way you framed your question and me being not an expert on any of the involved objects. I hope someone can confirm this or correct me.
Let $X = (x_1,\ldots, x_N)$ be a minimiser.
Then $W_2(\mu_{X},\ell)^2 = \int_{E} \, \vert x - T(x) \vert^2 \, \mathrm{d}x$ for a map $T$ such that $\mu_{X} = \ell \circ T^{-1}$.
Let $\hat{A}_j := \{T = x_j\}$ for $j \in \{1, \dots, N\}$.
The $\hat{A}_j$ may not be disjoint, when $x_i = x_j$ for $i \neq j$ or because they could agree on sets of Lebesgue measure zero.
But we can select disjoint $A_1, \dots, A_n$ such that $\ell(A_j) = \alpha_j$ and $A_j \subseteq \{T = x_j\}$, by throwing away duplicates and then decomposing the kept $\hat{A}_j$ in pieces of the right Lebesgue measure and also throwing away Lebesgue measure zero intersections.
Then
$$W_2(\mu_{X},\ell)^2
= \int_{E} \, \vert x - T(x) \vert^2 \, \mathrm{d}x
= \int_{E} \, \sum_{j = 1}^{N} \vert x - T(x) \vert^2 \, \mathbb{1}_{A_j} \, \mathrm{d}x\\
= \sum_{j = 1}^{N} \int_{E} \,\vert x - T(x) \vert^2 \, \mathbb{1}_{A_j} \, \mathrm{d}x
= \sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2.$$.
But the term $\sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2$ is minimised for fixed $A_1, \dots, A_n$ iff each $x_j$ is the centroid of $A_j$.
Here centroid is meant as in https://en.wikipedia.org/wiki/Centroid#By_integral_formula.
That means that the $x_j$ really have to be the centroids $\tilde{x}_j$ of the $A_j$, because otherwise
$$
W_2(\mu_{\tilde{X}}, \ell)^2 \leq \int_{E} \, \vert x - \tilde{T}(x) \vert^2 \, \mathrm{d}x
= \sum_{j = 1}^{N} \int_{A_j} \, \vert x - \tilde{x}_j \vert^2
< \sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2
= W_2(\mu_{X},\ell)^2
$$ for $\tilde{X} = (\tilde{X}_1, \dots, \tilde{X}_n)$ and $\tilde{T} = \sum_{j = 1}^{n} \tilde{x}_j \mathbb{1}_{A_j}$, hence $X$ wouldn't have been a minimiser.
Now suppose $x_1 = x_2$.
Then $A_1$ and $A_2$ and also $A_1 \cup A_2$ have the same centroid $x_1 = x_2$.
We now just need to decompose $A_1 \cup A_2$ into $\tilde{A}_1$ and $\tilde{A}_2$ with $\ell(\tilde{A}_1) = \alpha_1, \ell(\tilde{A}_2) = \alpha_2$ but different centroids, because then $$\int_{\tilde{A}_1} \, \vert x - \tilde{x}_1 \vert^2 + \int_{\tilde{A}_2} \, \vert x - \tilde{x}_2 \vert^2 < \int_{\tilde{A}_1} \, \vert x - x_1 \vert^2 + \int_{\tilde{A}_2} \, \vert x - x_2 \vert^2 = \int_{A_1 \cup A_2} \vert x - x_1 \vert^2 = \int_{A_1} \, \vert x - x_1 \vert^2 + \int_{A_2} \, \vert x - x_2 \vert^2,$$ which again cannot be the case if $X$ actually is a minimiser.
But this recomposition of $A_1 \cup A_2$ into $\tilde{A}_1 \cup \tilde{A}_2$ should be possible by for example intersecting with a half-plane.