this in that code is the window (the global object). I think you probably meant for it to refer to the element that has the data-* attributes on it.
You probably want to handle those elements individually, so your best bet is to find them and loop through them with each, which will let you target them individually and will call your callback with this referring to each one:
$('.html[data-load-file][data-load-content]').each(function() {
  var $this = $(this);
  $this.load($this.attr("data-load-file") + ' ' + $this.attr("data-load-content"));
});
or:
$('.html[data-load-file][data-load-content]').each(function() {
  $(this).load(this.getAttribute("data-load-file") + ' ' + this.getAttribute("data-load-content"));
});
That finds all elements with the class html and also the two data-* attributes we require, loops through them individually, and uses their attributes to call load.
Live on plunkr: http://plnkr.co/edit/lzHBYxVSETvHzTt6l2KR?p=preview
Side note: I switched the above to using attr rather than data, because there wasn't any indication you're using the features data provides. Remember that data is not an accessor for data-* attributes. It's both more and less than that. Details.