RF Common-Mode Filter Topology
The issue with CM filters is that both the source impedance and the load impedance are somewhat unknown. All manufacturers give curves for 50:50 ohm, since that is what the VNA gives without extra fixturing.
Good manufactures also give 1:100 and 100:1 ohm curves since they are more representative of the common environment the filter will be used in.
As for the way they are tested the datasheet posted by Tony explain these quite nicely. Your spice only check for one topology.
The real test of the filter is of course in the final equipment with the chassis closed and the power wire in the capacitive clamp (or LISN or whatever your EMC test standard requires)
And, as last question, yes the load is absolutely necessary and influences the filter response.