Power producing AF and RF devices are designed to work with a load attached, end of subject. While your transmitter may survive an occasional accidental use without an antenna attached, continued use without a load will eventually cause damage to the power output section of the transmitter. Low output transmitting devices will be less susceptible to failure simply because they ARE low output but best practice should always apply. Newer transmitters generally have permanently attached antenna's eliminating the problem entirely.
Bob L. - N1BRH, 40 years and counting.