At first I didn't have my R4 tires loaded on my
L3540. My thinking was to keep my tractors weight down as it already weighed 3400 # w/o FEL and I needed to drive across our yard. Let's just say that boy was I wrong. Sidehilling felt tipsy and on flat ground the tractor would spin the tires (in 2WD) if I was trying to even just scrape with the FEL or pull the RB. It was a pain and the thought was all this HP, but no real power. So, after a few days, the dealer came out to get the tractor and load the rears. Put 600 # in each tire. After doing this, the tractor seemed like a completely different machine. Tons of power and traction. Plus, the back end wasn't coming up like it did when using the FEL. Only when I have a heavy load do the rears still seem to come up, so I am building a ballast box for the 3ph that should take care of things. My reasoning for this is that when in 2WD with a full load up front, the rears still spin if trying to go up the slightest hill. This means the entire weight of the tractor is on the front axle practically; plus, the weight of the load I'm carrying. With the ballast box, it should save some wear and tear on the front axle by transferring some weight to the rear.
My dad has a bx model w/o any of the tires loaded. It works well for him, but I think it does because it's used mainly for mowing or plowing snow. However, the couple of times we have had to move around something heavy, it was fun trying to keep the rear end on the ground. In my tractor, I would definitely load the tires. I don't think loading is a must though, it just depends on the type of work you plan on doing.
Food for thought though and most may already know this...loading the tires will increase traction, but it doesn't put any extra load on the wheel bearings like wheel weights or a 3ph ballast box would. Wheel weights and such are supported by the axle, where as, liquid ballast is supported by the ground the tire is sitting on. If you're level, the liquid ballast increases traction, and if you're getting front heavy, it will act as if someone is pulling down on the rear axle.