How much power does LM7805 dissipate?
Take a look at package thermal data section in your datasheet page two.
Depending on the package of the regulator you are using, lets say the thermal junction-ambient coefficient \$\theta_{JA}\$ is roughly \$20°C/W\$.
You've got \$ P = V \cdot I = (15\ \text{V} - 5\ \text{V}) \cdot 0.2\ \text{A} = 2\ \text{W} \$ dissipated as heat.
If your ambient temperature is \$25°C\$, then the regulator would heat up more or less into \$65°C\$.
It is quite hot for sure.