If it works, there should be no damage.
I do it sometimes because I'm always unplugging the chassis, flipping it over, soldering something, flipping it back over and then trying it out again. So far it's only happened a few times in the last 10 years with me, but.....
I have seen 1st hand what running an amp without a cab can do though.
I recently purchased a Dual Rectifier head that had the exact same thing done to it. Some one had borrowed it and plugged the cab into the FX Loop instead of the Speaker jack.
It took me hours to repair. In the end, the amp was good as new or maybe even better after a cap job. It could have been much worse. I bought a Legacy head years ago that had the same problems and the thing was completely toasted! Beyond repair.
You should be fine, but like Kiff said, don't make it a habit!