Ohm's law is always true, so sometimes something has to "give". It's a law of nature with man-made units of measure (Volts, Amps, and Ohms).
If you connect a low resistance load to one of the Arduino's outputs, you may damage the Arduino as it "tries" to supply the required/calculated current.
If you put a zero-ohm (or nearly zero) load across a voltage source, you will no longer get 5V.
Many power supplies can supply 5 Amps and with a 1 Ohm load across a high-current-capable power supply, you will get 5 Amps. If you put a 1 Ohm resistor across a typical "wall wart" power supply, the voltage will drop and you might burn-out the device.
If you put a 1 Ohm resistor across a car battery, you will get (about) 12 Amps. (The voltage is usually a little more than the "nominal" 12V.) And, you will get ~144 Watts of heat in the resistor, so you'd better have a high-power resistor or you'll burn it up! ("Don't try this at home." 
) If you put a 1 Ohm resistor across the 120/220V power in your house, you'll blow the circuit breaker (if the resistor doesn't burn-up first).