As it can be seen in the video of a previous post, the CCFL driver enters a shutdown mode if there is no lamp connected. According to the chip datasheet it measures both output voltage and current.
I found a couple of papers describing how the impedance of a CCFL changes at startup, and that Z profile cannot be reproduced with passive components.
Nevermind, how about trying to satisfy the current feedback check with a beefy resistor? With a little bit of Ohm's law, considering that a CCFL lamp should work with 5 mA:
R = V / I = 600 (guesstimate) / 0.005 = 120'000 ohm
I cannot measure the actual voltage, but I am sure I am in the right region. Note that the 120 kohm resistor will have to dissipate 3 W: that's why I wrote "beefy".
In the junkbox I located a 100 kohm 2 W resistor. Put it across output terminals and the frequency counter probe thereabout: powered it up and, as almost expected, the HVAC driver kept running after the first second. The resistor did not get too hot either, so the voltage is probably lower than the estimated 600 V.
Now I need to scrounge a resistor with adequate power rating and find a proper housing for the Nixie tester.