The current that leaves a power source has to be the same as the current that returns to the power source.
A spark gap normally acts as an infinite resistance and stops any current flowing.
However, if the voltage is high enough, ionization occurs and the resistance of the air gap in the circuit is reduced.
The only current flowing is still between the two outputs of the power supply. No extra current is added by the ionization, although the current now has a visible effect and it may produce sounds, giving the impression of a large current flowing.