Cartridge loading is required if the phono section is unstable with ultrasonic or radio frequency signals present, which will be the case with all LOMC cartridges. This is because their inductance interacts with the capacitance of the tone arm cable to create a tuned circuit that resonates at ultrasonic or radio frequencies.
If the preamp is disturbed by this otherwise inaudible noise, then the loading calms it down by detuning the circuit. Apparently the Klyne is fairly well sorted out and so the loading is there mostly so audiophiles suffering from audiophile nervosa will have some switches to play with. IOW if the preamp is stable, you don't need them.