So the answer is apparently no... although I must confess I have been playing this incorrectly!
No worries, it's a rule that a lot of people miss. As you correctly highlight, the whole thing is in the word "if", it's not explicitly stated afterwards that no hits means no defense roll.
One consequence is, that people who miss the rule often complain of the cheese wheel filling up too fast.
Because when the mice fail their attacks, they still roll for defense and end up rolling more cheese to put on the wheel.