While this is truly unexpected behaviour, please understand that the device was designed for a termination load of 75+j0 ohms (that's what all video/VGA analog signals require to be present at the load side) so any other load impedance value is untested at factory. I have independently tested that shorting the output to the ground causes an instant halt to the output of the plain VGA dongle, so there might be some protection circuit. Also, the VGA circuit has 150 ohms termination loads.