hap ax3

I don’t find it “smart” to run an Ax3 with no antennas connected, even if radio is off.

The radios are off, no antenna connected, everything is fine.
The radios are turned on accidentally, no antenna connected, radios may fry.

What happens when you reset the router (are the radios automatically on or not)?

I would use terminators (or very short suitable rubber duck antennas, that you can fold horizontally), better be safe than sorry.
http://forum.mikrotik.com/t/solved-is-it-mandatory-to-mount-antennas-on-hap-ac3/172910/1