I was just working on an A4000D PSU before, and the fan does run with no other loads connected.
The PSU should be almost completely silent except for the fan noise (when it's running).
"PC" power supplies usually have a minimum load rating due to the way the voltage regulation works in them. It's a fairly crude and nasty circuit but works OK. A lot of them will power up with no load, but the open circuit voltage regulation will be poor. E.G. 6.2V instead of 5.0V or something.
The PSUs are fixable, but unless you're very familiar with switchmode power supplies, I wouldn't suggest poking around inside as you'll probably kill yourself! :shocked: