Dual power supply circuit dropping voltage on applying load
The old-fashion LM317/LM337 family requires minimum load, 3.5-10 mA. The feedback/reference circuit is usually made of fairly low-Ohm resistors, pin1-pin2 should be 200 - 240 Ohms, to make it work. This circuit has 1k+ between Pin1 and Pin2. This is likely the problem with this PSU.