bad for an amplifier when there is no speakers ?

Good question. I have often wondered the same thing. And as a variation what about running with one channel only?

I do know that OTL's like having a load, I do not think it is the same for transformer based amps.

Recently I had a friends new McIntosh Tube amp in my house (MC-2102) - at the time I was trying to break in a pair of interconnects which ran from my preamp to the amp. I disconnected the positive leg of the speaker cables from the amps binding posts and turned up the volume on my preamp to send a nice juicy signal through the interconnects - while I slept.

As I shut off the lights in the room. My attention was drawn to my system briefly as I swore I heard the music playing.

I crouched down next to the amp and listened.

Sure enough, I could hear the music coming from the amp itself without any speakers connected.

I then decided that it might not be a good thing to run an amplifier without the speakers connected since hearing IT make the music was quite disturbing.

The cause of this extends beyond my technical knowledge but I can speculate to presume the lack of an "output" for the amplifier caused the signal it was fed to feedback and hence become audible through the tubes.