Benz Micro M2 loading

Hi, I am new to analogue and intrigued by:

"06-24-08: Gerardff
I always assumed that increasing the loading would be better for me since it reduced HF output. What no one explained to me was it also reduces the bass and the overall signal output."

Could someone advise if the above is generally correct? And how does it work?
Thanks

Piedpiper
When we say increasing loading we are saying using a higher impedence value (towards 47K ohm), right? or is it the other way round. My dealers always told me higher impedence means higher HF output and brighter sound.