Harvey,
That is not input power vs output power but rather a case of transfer
efficency. I^2R loss are greater in smaller diameter wire. If you know the
input current and voltage you would have a more accurate total of the
primary power consumed as wire loss + power transfered to the secondary.
the seconday would not heat if not connected across a load but you don't
make it clear if your heat measurement included the load or just the
secondary -if it included both then you should find the heat converted to
power as always being less than the input power V*I - you can't easily
compare input heat to output heat at different turns and diameters.
Fran