Why does a relay have a minimum applicable load?
The primary reason that almost all relays have a minimum load requirement is that the mechanical action of closing coupled with an actual current flow are required to 'whet' the contact and break through a layer of oxidation that invariably builds up.

That is one reason that small signal relays generally use expensive contact alloys which resist oxidation, but as the phone company found out decades ago, even pure gold contacts can have issues in a high humidity environment.  While oxidation doesn't affect the gold contacts, repeated cycles of moist/dry air would deposit an insulating layer.