However, I'll bet that the application for the transformer involves a full-wave bridge and filter capacitor. When you load the tranny with just a resistor, the current waveform in the winding is sinosoidal; when you load the transformer into a rectifier/filter capacitor, the current flows in short spikes, but the peak current is several times higher than the sinosoidal current. The losses (that heat the transformer) are proportional to the square of the current, so the losses are much higher with the pulsing current.
The only meaningful test is to load the transformer in the way you intend to use it, and then measure the temperature rise over 30min or so. If your transformer starts to smoke, you have overloaded it. If it gets hot enough that you cannot keep your hand on it, it may still be within its maximum allowed temperature rise. I use an IR thermometer to measure the temp. rise. 50 to 60degC is ok. 80+degC is not.