Huh. I'd tend to say that puts the result squarely into the realm of narrative effect; if they're not defending (and don't have appropriate toughness powers to have a chance at surviving), they're going to get their fool head chopped off. My reaction as a gm would be to tell them, "Uh, if you do that, you're going to die. You realize that, right?" - and if they want to make a new character, well, alrighty then. Maybe you could let them off with an extreme consequence, but that's getting a bit close to plot armor...
(note: this only applies to truly lethal weapons like guns, swords, etc. For fists, knives, and other things that are less likely to one-hit an ordinary person, see the following paragraph; for weaker weapons, "appropriate toughness powers" could just mean a decent endurance.)
On the other hand, if they've *got* appropriate toughness powers, I'd probably count it as a defense of zero, run out the numbers, and then give the player one last chance to change his mind once the full consequences of that choice are on the table. Depending on how good the attack is, and how much toughness powers the character has, they might even be able to get away with doing this; the guy with mythic toughness *can* just ignore an ordinary thug with a handgun - but the guy with merely inhuman recovery is going to be looking at some hefty consequences (if not an outright take-out) when they're under attack by an evocation specialized wizard.