There are two points:
- the measured lamp current of 19A matches almost perfectly the input current 65 A according to 19 * 800 = 66 * 230
- the other question is, if the lamp power is actually as high as 15 kW? And is the transformer rated for this power? This could be only answered by referring to the lamp and transformer specification.
In my ears, both the 800 V operation voltage and the 15 kW power are sounding rather high, but not impossible, depending on the lamp size.
In addition, a 15 A no load current won't be a problem, if 65 A is actually the rated current, referring to a cos phi as high as 0.97.