Hi Ante,
Gary made one or two.
The datasheet has a max rating for the IC's idle current which is 10mA for the LM317 in a large case and only 5mA for the more expensive LM117. The reference voltage of 1.25V flows through the resistor which is only 5.2mA for a 240 ohm resistor. Since the max idle current for the LM317 is 10mA then you can expect some of them to have more than only 5.2mA so the output voltage will rise without a load.
Unfortunately, the datasheet shows a circuit with a 240 ohm resistor on its 1st page and that is the circuit most people use. It uses an LM117.