@lagadu in a "real" A-class amp the output transistor are biased at the maximum current. this means that with no sound (even with a load) all the current will flow in the transistors, and they will dissipate the maximum power. when you apply a signal, part of the current will flow in the load, and the distorsion is higher when you reach the point in which the current that flows in the load is so high that will get the transistor close to interdiction and out of linearity.
that said, when you use a higher load, you actually get always a lower distorsion because the transistors will work in a more linear region for most if not all time, while you are right the output transistor will dissipate more power, but if the amp is well designed that should not be a problem.
now the interesting part. many (if not most) A-class amps are actually AB-class, meaning they have a very high bias current (and that will determine the A-class power the amp will put out) but then are able to switch to B-class (in which one of the transistor in the push pull is interdicted) when the signal is wider. if you use an higher load, the point at which the amp will switch from A to B is much higher (because you are using less current in the load). in plain english: when you use an AB amp with, say, 50ohm load, the amp will put out a much higher A-class power and will remain much more in the high linearity zone, i.e. less distorsion.
conclusion: it is always (with the above recommendations, bumps and also noise for high power amp) better to not use any "fake" load with a transistor amp
PS the situation is different with a tube and an OT, so in that case yes the fake load is suggested.
