Check this SO answer out.
It looks like the only way is to provide the whole modal structure with your ajax response.
As you can check from the bootstrap source code, the load function is binded to the root element.
In case you can't modify the ajax response, a simple workaround could be an explicit call of the $(..).modal(..)
plugin on your body element, even though it will probably break the show/hide functions of the root element.