I'm pretty positive they don't. The rules for Mage Wars are usually pretty intuitive. Even in real life, part of the definition of a counter attack is a response to an attack. Without the first attack, the counterattack would just be an attack, and you can't use an enemy creature's action phase for your own creature's non-counter attack.
Imagine someone trying to punch you but missing. If you punched them after that, you wouldn't be punching them back since they never managed to punch you in the first place, only tried to punch you.