How to load a battery / wall-wart for a voltage test?

Yes Lefty that makes sense, but that RS one does say it measures AA, AAA, C and D on the same load of 35mA. PP3 9Vs it does at 20mA; and it says not to test Nicad batteries at all.

But as a matter of principal, and to test my understanding, it is presumably batter to test a cell under at least "some load" whatever that might be? And presumably, the closer to the load characteristics encountered in real life, the better?