OK.. bear with me here and attach a 12V supply to the transformer while you have the tube out and CORRECTLY wired as in your picture... the tube should light up IF you have the correct 12V supply. Im thinking here that you have a 12VDC supply on a 12V AC transformer which makes one side of the transformer do its job ( transformer is wound as single primary and double secondary) but not the other.. when you ground the opposite end it allows the small amount of current to flow, whereas the power should be cycling from both ends
