This is simply because the Normal Map node uses Tangents (hence you can use the blue tangent space normal maps) and those tangents are picked from the UVs. Therefore the option to change the UV channel to get different tangents.
This is a nuisance for me as well but haven’t had enough energy to push this to developers as usually you’ll hear “not a bug, this is intended behavior” and you really need to fight for it to see it implemented.
I believe that if there is no UV Map you should simply generate Cube Projected UVs with scale 1.000 and hide it from the user until he/she creates a new UV Map. But such stuff is a bit of a workaround and can generate lots of problems and again, this is not a BUG! It is working as intended. You see? If you have no UVs, it’s wrong. That’s intended xD