With the small transformers ( < 2 VA) calculating the no load loss gets tricky. In addition to the iron core loss the magnetizing current add significan copper losses. Here the magnetizing current depend a lot on the residual air gaps in the 2 part core and quality of the core material. I don't see a good way to calculate the losses up front- these small transformers are just too far away from the usual.
A a consequence the loss from the magentizing current the primary coil often has more volume (e.g. 2 x) than the seconday with such small transformers.
There are even cases where the loss at no load is higher than the loss at the nominal current and theoretical the transformer would run too hot at no load.
It would absolutely make sense to have the data in the data-sheet. It may be worth asking for a better, more detailed datasheet as an alternative to measuring yourself.
The transformers can be quite different, depending on the priorties (cost,size, isolation, voltage drop on loading). There are a few with reduced no load loss (e.g. small toroids depite the difficulty winding them and with isolation). Other may intentionally run the core to saturation to stabilize the voltage.