It is never advisable to run an amp, without a load on it. That being said, people remove their subwoofer boxes all the time, for weight reduction, with no reported adverse consequences (so far).
Not sure which system you have... HK, or Alpine. Either way, the worst that can happen is that damage to those specific channels could occur. In the HK, that would be 3 separate bass channels, on the Alpine Premium 2 package, it would be one channel.
Hope this helps.
Bob