Space is hard
Pushing the boundaries is harder
SpaceX is the first one to use sub-cooled LOX and chilled RP1.
They do this to get more fuel in the rocket; more fuel in the rocket works to defy the tyranny of the rocket equation. Everyone else (NASA, ULA, ESA, China, Russia as far as I can tell) uses LOX at boiling point, so there is a lot of experience there, but the experience is limited on LOX near the freezing point especially for high volume handling of the stuff. O2 melting/freezing point -361°F, Boiling/condensing point -297°F. That extra 64 degrees can make the difference in piping, hoses, valves, you name it.
As for why load the second stage, the static fire test is more than just a test of the first stage engines, it is a test of the entire launch procedure, so doing everything as if it were a real launch is part of the test. Their corrective actions during a launch is very limited due to the design of the booster, they want to launch on the first second of the window otherwise the too much LOX warms up and boils off and the RP1 will also warm up and spill out. Doing a full launch test during the static fire test proves out the other procedures so launch day goes smoother.
Good luck to SpaceX to finding the cause and the causes behind the cause.
Hydrae