The stickers should be warning to not power the radios without antennas connected.
Suitable antennas can be used alright as well as dummy loads (if you are not using wi-fi, as a better be safe than sorry measure if the radio are turned on accidentally).
The final amplifier “expects” a load (impedance, standard antennas have 50 Ohms) if there isn’t one the power emitted may “remain” in the IC and overheat it.
http://forum.mikrotik.com/t/hap-ax3/168940/1
http://forum.mikrotik.com/t/solved-is-it-mandatory-to-mount-antennas-on-hap-ac3/172910/1