In my experience, careful use of spring setting and control of pipe position through use of adjustable supports will bring the nozzle alignment to within the vendor's allowed limit. That would be considered near enough to zero loads in the real world.

I would not recommend fit up spools since compressor piping is often heavy wall. Welding then heat treatment may cause significant residual bending, thus defeating the object.

My use of the term ... zero loads ... applies to the cold, installed case. The inference being that specifically a NEMA balance stress calc does not need to include weight effects. That calculation may in any case be unique since it could well be based on operating rather than design thermal conditions and hot Young's modulus.