As JsARCLIGHT said, you don't bring a knife to a gunfight, or in the case of Macross a gun & missile fight
I've always felt that Macross portrays giant mecha and giant mecha combat in a far more realistic manner than Gundam. This is especially true of Macross Zero and Macross Plus. As I've stated in another thread recently, in my opinion Kawamori and Itano have a far better grasp on military technology and combat tactics than Tomino.
If you have a giant mecha bristing with projectile weapons, beam weapons and missiles and capable of supersonic (or in somecases hypersonic) speeds, it's pretty silly to go charging at each other with giant swords and axes (if you want to live that is)
Using a real world example (sorta), I've yet to see an M1 Abrams tank with a Lance strapped to it's barrel go charging at another tank like a Knight of old (although jousting tanks would be kinda cool to see IMO)
There may be certain rare occasions when close-quarter mecha combat may take place, such as urban combat in a city or combat within the confines of a ship, but this would be the exception rather than the rule and in most cases ranged weapons could still be used and are superior to any melee weapon.
And as others have said for emergencies, VFs have fists and feet for punching and kicking and can use gunpods as clubs. The VF-11B has a bayonet and the YF/VF-19 and YF-21 and VF-22 (and maybe other VFs) also can perform a pin-point barrier punch.
One-on-one Gundam style beam sabre melee combats may look cool in anime, but IMO are not very realistic and are there purely for the 'visual coolness' factor rather than any percieved attempt at realism. OK, I know we're talking about giant anime robots, so any discussion on 'realism' is highly subjective. However, I've always thought mecha combat in Gundam is generally fairly unrealistic for a show which is supposed to be a 'real robot' anime.
Graham