If the LDO is otherwise suitable for your project, and if current consumption during idle time is not critical, then yes - it can be good practice. In fact, if you look at the datasheet from any adjustable linear regulator you will see that the feedback network is often chosen to create the minimum load automatically.
Your IC is not an exception. The reference example is using suspiciously low resistor values for a simple divider. This way, the resistor divider gives a "free" 6-7 mA load at all times. There is a chapter mentioning that you can use this if you don't know how much your load consumes. If, as you say, you know that the CPU is always running at full speed you may be able to ignore this, but it could be better to design your hardware to allow for some future changes.
The alternative is to spend some time searching for an LDO more suitable for your project. If you care about power consumption you want to look for "Low IQ" circuits. I don't know about your input voltage and other requirements, but the first one I found from the same company is the MCP1703A, which doesn't seem to have a minimum load required at all, for stable operations.