Strictly; an amp with an output transformer should not be operated without a load. An OTL or Output TransformerLess amp may be operated without a load.
Almost all valve/tube amps fall into the first class, they have output transformers. Most solid state amps fall into the second class, but it's not quite so clear cut because there are s.s. amps that are made to drive voltage PA lines using an output transformer. It's rare that you will encounter such a beast, and rarer that you will damage it by unloaded operation, but it is just possible.
So, all output transformers need a load.
HTH