Why it would require greater applied mechanical force to rotate an electric dynamo when electric power is being supplied to an external resistance load than rotating the dynamo without the load - the change of kinetic energy per unit time is diminished in the presence of electric power supplied to the external load so that the internal generating conductors inside the dynamo cannot move faster than without the load. to barely rotate the dynamo without rotational acceleration what is needed at least is applied mechanical power equals the electric power needed in the load.
The internal conductors are also a portion of the load.
@timely_pace The cop out answer to your question would be that it's because without a load it's not doing any work :)
I contemplated on this one since last time a friend wanted to know how much wind power needed to charge a 12-volt lead- acid battery using a mini wind power he has just set-up in his coastal residence he has observed that the propeller would rotate freely without the battery connected to his system but when connected back to the setup, the propeller would rotate so slowly almost stopping.