Burned cable while trying UPS transformer with no load
My question is, why there was this big current absorption if there was no load connected

Because you connected a low voltage winding to 230V. It's not the resistance of a winding on a core that stops excessive current but its inductance. Overvoltage saturates the core before a half-period is over and before the core gets demagnetized again by the negative voltage half-period. So the inductance for all the additional voltage-time in an AC half-period drops to nearly zero and the only thing that limits current is the winding resistance.