I don't really agree with that explanation, it applies more to an ideal transformer. If there is no load on the secondary there is no magnetic field from the secondary current to reflect so the primary becomes one big inductor. An inductor's impedance is frequency dependent, so when the power tube's current hits the higher impedance the anode to anode voltage surges. The higher surge voltage does the damage.
A more immediate threat is if the speaker cable is suddenly disconnected with a current through the secondary. The magnetic field collapses and the stored energy in the primary and secondary has nowhere to go and causes arcing from the induced voltages. Same as a car's ignition coil operation, only the collapsed magnetic field has a relief path across the spark gap. The tube amp OPT has no such safety valve unless you put a few diodes in series with the B+ to ground. But the problem with that is diodes tend to short and that would cause a short through the transformer.
As a precaution, what I do with spade terminal speaker cables is mount them facing down on the amplifier binding post so if they should become loose the weight of the cable won't pull it off the post.