Alright, suppose nothing wins
Nothing is entirely based around the idea that this is a one off event, and thus we are safe to pretend it never happened.
What if it's not?
There's any number of ways the Bird can fuck with us that don't involve 'HELLO COLLEGES, I AM THE CHANGER OF WAYS, YOUR LADY MAGISTER A SHIT WHO I HAD A CHAT WITH ONE TIME BUT HER HAT DO BE KINDA NICE THO, PEACE'.
Maybe, when we have a particularly bad time when fighting some cultist, he's over our shoulder, giving just just another little nudge of assistance, not even a mutation, but just a reward for being so interesting. Maybe one of our closest friends is on their deathbed, and he turns up and he'll give us the power to save them, no strings attached, and means it because us using that power means he already gets what he wants.
If nothing is picked, and nothing happens, nothing happens. If nothing is picked, and Tzeentch continues to try to pressure us, we're right back in this situation but worse because suddenly our research looks even more suspect as we have to explain why we didn't tell them when a Greater Daemon started giving us personal attention.
Or in other words, it's not a defence at all. It's trying to pretend that we have no problems.