Purpose and explanation of resistor near output of LM317, high-current, adjustable-regulator circuit
Note A says the minimum load current for this circuit is 30 mA.  If the circuit will not always have a load of 30 mA or more, you need a resistor there to draw 30 mA and satisfy the minimum load requirement.

Without the 30 mA minimum load, the the circuit will not regulate correctly - the output voltage will probably rise.

The LM317 by itself (without the additional transistors shown here) has a minimum load requirement of 5 mA, which the recommended voltage adjustment resistors will draw, so no "extra" load resistor is required in that case.