I've used similar transformers, because of the small size and lots of approvals, but their low efficiency was annoying.
They are inherently short-circuit proof, and that means that the winding impedance is high.
This will save you a fuse on the secondary side, but the transformer will, in some applications, dissipate more heat than the voltage regulator.
I had a small company custom manufacture for me a pi-to-pin replacement, not short-proof (I actually did not need this feature) but with really better characteristics.
When they disassembled the original transformer (just because they were curious) they told me that the wires were too thin for their standards. Thin wire > high resistance > low efficiency > high no-load voltage.
Lets do some simple (too simplified, in effect) math (I hope that nobody will be annoyed):
Have a look at the specs on the manufacturer's site: they state a 57% efficiency.
That means that 100 - 57 = 43 % of input power will be dissipated inside the transformer.
If we model the secondary winding as a "perfect" ac generator with a series resistance, a full load of 2.8 VA at 15V (190 mA = 0.19 A) will result in
2.8*43/57 = 2.11 VA dissipated by the internal resistance.
These 2.11 VA result in 2.11 VA /0.19 A = 11.12 V that is the voltage loss from no load to full load.
The no load voltage will thus be 15 + 11.12 = 26.12 V.
Increase this value to account for the higher mains voltage, this will result in 26.12 * 246/230 = 27.94 V, that is the value that nukie has measured (27.22).
I think that the data sheet is correct in terms of efficiency, but the no-load voltage is wrong.
In any case, I've learned by experience that a 5 volt linear regulator must be supplied by a 9 volt transformer. 15 V is too much, in any case.