Regardless of the theoretical issues, there is no harm at all in just trying different loading.
I experimented with primary side loading by making RCA loading plugs and an RCA T splitter. I used cheap resistors for the experiment, with the intention of buying the good stuff of the right value when I was done experimenting. I planned to solder the right resistors on to the back of the input jack of my phono stage (it has a built in SUT), between the hot pin and the ground lug. As it turned out, I just preferred no additional loading, but, it was sort of fun just making a few plugs and trying them out.