No, you don’t need an escort for the transport(s) if the sea zone is undefended. Of course, defenders could also include air units that may scramble.
If transports move to a sea zone to unload ground units for an amphibious assault but are not accompanied by any warships, and the defending power scrambles fighters to defend against the amphibious assault, are the transports automatically destroyed before they can unload their ground units?
No, the transports are not automatically destroyed, as they are attacking transports. The rule for “automatic destruction” applies only to defending (defenseless) transports.
However the transports in your scenario have to survive one round of combat before they could retreat.
They would never be able to unload here, as they cannot clear the sea zone from enemy units.
That make sense, the result is no amphibious assault can take place.