It may be oscillating, strobing at a high frequency.
Neon lamps have been use for oscillators and timing in the past, just with a resistor and capacitor - the cap charges until the neon strikes, then the neon discharges the cap until the voltage drops to the point it extinguishes, then it repeats.
It could be a similar effect with the initial strike of the tube causing a voltage transient across the ballast and making it ring, which the tube extinguishing and striking maintains?
Note that a ballast will only have the correct current limiting effect with an AC supply; on DC (and without the oscillation), it's just a chunk of wire.