Understanding piezo buzzers and their specification
The datasheet for this piezo element shows that it is a simple piezo element.  It does not have a built-in driver circuit.  See the datasheet here:

http://www.produktinfo.conrad.com/datenblaetter/700000-724999/716975-da-01-en-PIEZO_SIGNALGEBER_KPT_G1420A_K8437.pdf

It is designed for a 5V square wave.

Yes, the 2 mA rated current, in my experience, is accurate.  These piezo elements, as long as you feed them the rated voltage as a square wave AT their "resonant" frequency (2 kHz in this case), are really loud without consuming a lot of power.  Hitting the resonant frequency is the key.  They are much quieter if the frequency fed to them is above or below their rated resonant frequency.   I do not use any resistors in series with piezo elements as the driver circuit has its own resistance.

I think you should use a "buffer" circuit between your MCU producing the square wave and the piezo transducer.  How about an op amp wired as a non-inverting buffer?  Something like the TL071?  It has FET inputs so it won't load your MCU very much.

Maybe a circuit like this could be modified into an effective buffer for your piezo transducer?

http://www.tdpri.com/threads/op-amp-buffer.396794/

The op amp shown in the thread above is wired for "single supply" operation.  That is why it shows the two 1 megohm resistors configured as a voltage divider.  You definitely need those unless you happen to have a dual power supply for the op amp.

This piezo element's tone "nature" is a continuous "BEEEEP"! at the resonant frequency of 2 kHz.

AVX/Kyocera produced a good pamphlet on acoustic "generators" (driver circuits) for piezo elements.  It shows how to apply your square wave to some simple transistor driver circuits to make the piezo element buzz.  Check it out here:

http://www.mouser.com/ds/2/40/piezo-43596.pdf

Kepo, the manufacturer of your piezo element, doesn't seem to provide any information on good driver circuits.  :-(

Good luck and happy experimenting!