Why does a spark occur when an SMPS is connected to the load circuit?
This is a very common occurrence if your load contains a large capacitor bank. The problem is that if the voltage over a capacitor changes fast (as when you connect the load to the power supply), this results in very large currents. This can be seen by the following differential equation for the capacitor current:
$$I_c(t) = C \frac{dV(t)}{dt}$$
Unfortunately this is exactly the case when you connect your load to the power supply. In this case your capacitors will draw a lot of current (which is often called the inrush current)
You can reduce this by limiting the current with a large enough resistor. This approach is the simplest, but adds additional losses through the resistor and increases the input impedance. A better Option would be to use an NTC Thermistor in that case. These resistors have a negative temperature coefficient, which means that there resistance decreases when they heat up. Therefore, the resistance of the NTC Thermistor becomes very low after it is warmed up by the current passing through it. This achieves a power loss that is lower than when a fixed resistance is used. You can find some information about NTC Thermistors here:
How to Use NTC Thermistors for Inrush Current Limiting
Alternatively you could add an electric switch (like a MOSFET for example), which ramps up the voltage and therefore eliminates the spark. An in depth discussion about that topic as well as schematics for how to connect the MOSFET can be found here:
StackExchange Electrical Engineering: P-Channel MOSFET Inrush Current Limiting
Furthermore also the geometry of the connector can influence the stark. There are dedicated anti-spark connectors which help reduce it or ensure that the spark can not come in contact with the skin.