I encountered this issue as well in ArcGIS 10.3.1 While the Help documentation for Facilities Classes and Fields does not explicitly say only the point geometry type can be loaded, the Load Locations UI still allows selection of non-point geometry types. Furthermore, there is a check box underneath that restricts the drop down to only point layers, which implies that non-point geometries are valid locations.
Both the documentation and UI should explicitly express application logic. The error message says "the input features must have the correct geometry type". The documentation should state the "correct geometry type".