UE4 4.2.0 - AnimBlueprint
As you can see in the image, I have no sequence defined inside the Play-node. I do however have a sequence set through a variable, which is initialized in the Event Graph. Despite having an animation connected through the pin the Play node throws an error. Note that it is not possible to add a sequence to the Play node unless the pin is removed first.
I suggest that an empty Play node should not throw an error if it is using a sequence pin. I also suggest the input variable should be treated as an existing animation even if it is not set at compile time.
Not having default sequences makes sense if the AnimBlueprint is created as a parent class, for multiple child blueprints. The child blueprints are retargeted to other skeleton assets of different characters. The animations are then set as default values in the child blueprints. (or related actors/pawns)