+1 Minimum load is only necessary if you need to meet full spec at that tiny amount of current. That's where the manufacturer will stand behind their specs. And as others pointed out, the feedback voltage divider counts. So unless you're running something in microamp range or very voltage sensitive device like laser diode, it wouldn't even cross my mind to bother with meeting minimum current.
I would guess you wired your circuit, incorrectly. If you can measure 11V on the output, even with no load other than divider, you did something wrong.
Practically speaking, 12V to 5V is a lot of drop. You may want to investigate how to calculate proper power resistor to put inline with Vin. 12V input limits your output to like somewhere south of 100mA without a heatsink. And average LM317/78xx dies a very slow death, causing grief down the road. Slow dying 78XX regulators have been bane of my early tinkering, causing lot of hours of repair. 5 years later, even. Series resistor gives much more output/safety margin when Vin is so high.
Ironically, I was given same advice back then, specifically regarding LM317/78xx and unpredictable death... and I ignored it. I thought if it works for days, it will probably work forever. For me, this is not the case with 78xx. Even supplying tiny constant load, like small panel meter or even a 10mA logic circuit/LED. Calculating proper resistor for max current draw required takes a little extra time, now, but it may save hours down the road. I think over 50% of my linear regulators eventually died when run with high Vin, before I started using series resistor. Even for tiny current draw, I am taking time to place resistor (and retrofitting said resistor - and other fried parts - into older projects when they eventually die, out of the blue, under same conditions they have been working for years.)