Best to use a termination, to avoid the power that would have gone into the antenna from reflecting back into the transmitter output and damaging the output driver transistors. Damage is no bad thing if you do want to permanently disable the transmitter, but not so good if you want it to be reversible. Chances of damage due to reflections is probably low given the relatively low power being transmitted, but best not to take the risk if it can easily be avoided with a termination.