Decades ago, transformers were often designed to be most energy efficient at 80-100% of full load. Most transformers installed in commercial and educational buildings are rarely loaded above 50% and spend maybe a third of their life not even this high. Because of this load profile, over the years the Dept of Energy created and implemented requirements for general purpose transformers to be most efficient at 35% loading.
So yes, unloaded transformers today are more efficient than in years gone past. The amount of improvement varies by manufacturer and transformer size.