Web Messenger is available to PGP Universal managed clients rather than unmanaged clients.
So, an unmanaged user sending email to someone for which you can not obtain a public key, whether or not the individual has PGP Desktop installed, will not send a web messenger link. Whether the message will be sent unencrypted is determined by your PGP messaging policies. With the default settings, the message will be sent unencrypted if there is no verified public key to encrypt to; unless you have [PGP] included in the subject line, in which case, the message will not be sent if there is not a verified public key to encrypt to.