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).

I don't use the dummy plug for display, it's only that consumer nvidia gpus won't have working 3D acceleration if there is nothing physically connected to the card. My dummy plug doesn't support the resolutions I run games at anyway.

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…