you are right,. another solution without editing the core files is copy the function wp_page_menu
from post-template.php and place it inside functions.php rename function to wp_page_menu-2
and remove the code
$menu = '<div class="' . esc_attr($args['menu_class']) . '">' . $menu . "</div>\n";'
In your wp_nav_menu, add the parameter 'fallback_cb' => 'wp_page_menu-2'
??