a bridged T is meant to be used in a matched impedance signal distribution situation, and built for the specific impedance's involved. In the old days of matched distribution systems, 600 ohms was the most common impedance (although 150 ohms was also used commonly), hence 600 bridged T attenuators were common (ie Daven)
If you design to a different load and source value, as you have done, then you use that, ie 2.5K, as your load termination value. Assuming you have a bridging load, nominally greater than 10kohms. Although as Abbey has mentioned, you generally want greater than 10X the term resistance to qualify as a bridging load(25K here). This is because what you want in reality is the parallel load impedance of the term resistor and the input impedance of the following equipment to be the desired load impedance (2.5K) AND the output impedance of the driving equipment to be the desired impedance, (2.5K, generally using a build out resistor)
The bridged T will work fine without meeting these conditions, but as has been mentioned before, the step values will not be as calculated nor will the load value be constant. But they will not vary much and the errors are commonly ignored. You will still have repeatable and matching step response.
Cheers
ps
the errors are at the top of the range, if the attenuator is commonly used in the middle or below of the range the errors are small.