Yes it's definitely lethal:
The high voltage leads to ensure a very high current will go through a human, even with a pretty high resistance (ie, you don't need a wet hand as with lower voltages)
By the way, if a transformer is marked "30mA", this is a continuous rating. In the case of a short circuit, (for example through the "low" resistance of an human), it will happily supply 10-50x more -> 300mA to 1,5A.
To these lethal effects of electric current, at that high voltages and high current, the heat of the arc will burn flesh.
A coworker of me had a hole through his hand with a source that was 5-10 mA @ 5KV AC. Material defect in an isolator. The arc got through his hand
Don't play with it.