It's true - to optimise the code, if a load rule is not scoped to a tag, the code isn't generated as part of utag.js as (in theory) it's not being used.
In practice, of course, people reference load rules in extensions.
There are two ways around this. The easiest is to create a 'dummy' tag using the Tealium Custom Container tag, and simply don't customise it - it's basically left as a blank template that doesn't do anything, but if you scope it to the load rule, it will legitimise the load rule and make the publishing system build the code.
The other way is to reproduce the load rule as part of the extension - many extensions can use conditions which you can set to reproduce the criteria of the load rule. This is arguably neater, although possibly not so obvious.
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