It’s possible to make a fake display to avoid that; both Linux and Windows have this ability. No dummy plug is required (though it is simpler than software solutions).
EDIT: Ok, correction, I bothered to go unplug the dummy plug and it still works. So I was wrong, Sunshine does not need a dummy plug at all, not even on Nvidia. Now it remains a mystery why I have one in the first place if it's useless after all…