One of those requirements is that SOME form of load must exist on each output for proper voltage regulation to occur.
That's generally true, but ATX supplies in particular have to be designed so they stay stable even under the very minimal "sleep mode" loads. I'm guessing they're doing that with more-sophisticated circuits that the older supplies that absolutely would get squirrelly if you didn't load them with some minimum percentage of their rating.
I share your caution, but I keep seeing reports online from people who use ATX supplies on the bench without blowing up their projects, and can't recall any about 100V "surprises" on the 5V bus.