A couple of possibilities:
1 The half wave rectifier effectively causes a direct current to flow in the secondary winding of the transformer, which in turn causes the core to saturate and a high primary current to flow.
2 A fullwave rectifier draws current from the transformer in 100hz pulses, the halfwave rectifier however draws current in 50 hz pulses. The transformer core may be acoustically resonant at 50hz.
This assumes a 50 hz mains supply, if your supply is 60hz, then read 60/120 hz above.
JimB