The kdb5_util man page implies that the dbname is required for the load command.  The 
database name is optional and passed in with [-d dbname], not directly to the load command.

       load [-old] [-b6] [-b7] [-ov] [-hash]
              [-verbose] [-update] filename dbname [admin_dbname]
              Loads a database  dump  from  the  named  file  into  the  named
              database.  Unless the -old or -b6 option is given, the format of
              the dump file is detected automatically and handled as appropri-
              ate.   Unless  the  -update  option is given, load creates a new
              database containing only the principals in the dump file,  over-
              writing  the  contents  of  any  previously  existing  database.

For example, this command works just fine:
% kdb5_util load krb5dump.bak