If there's no speaker connected, plugging in a cable does nothing, so it can't affect the amp at all, so that's bogus. *Unless* this was some home-brew amp which had some bizarre switching arrangement or a strange screwed-up output stage that required *some* loading (in which case there would have been a cable with a load resistor, not just an unconnected cable). Bottom line - if it ever was true, it isn't now.

Graham.