If anything, SMPS controllers pulse the switching element(s) on the primary side (ie. working, but with a very low duty-cycle) in order to increase efficiency at low loads, but you WILL still get the full output voltage. The feedback, be it from the secondary side, or "just" an auxiliary primary winding, doesn't really work otherwise.
Or, well, i wouldn't be surprised if there are some oddball controllers that somehow manage to do some sort of load-sensing even without the output being at the voltage it's supposed to be, but likely not at the cheap end of things (as is this case). How would one determine the load that quickly, considering there's a few hundreds / thousands of uF of capacitance after the rectifiers? Current-sensing adds a lot of (arguably unnecessary) complication and cost (components, design time, board space etc).