The issue isn't primarily about JS being disabled, because at least if you have it disabled, it's (a) obvious you're hitting an Anubis page, (b) you don't endlessly refresh the page over and over every 0.25 seconds until you fix it.
What you ought to do is warn the user. It's easy enough to detect server-side if cookies are disabled, because if you set one it ought to be sent on any subsequent requests. If requests after the initial site hit don't have the cookie, it clearly failed to set and/or send, so instead of refreshing the page over and over you should display an error.
This isn't a problem exclusively with Anubis, there are some other sites that will endlessly refresh if you don't have cookies enabled, but it's really poor practice to not handle error conditions in your application.