I would think that it requires a very high starting/igniting current. The video below shows that the author's particular HID would start off at around 7A and stabilize to between 3-4A after the warm-up.
The 12V, 6A power supply that you have may be overrated. If the HID works when you connect it to your car's battery, it just shows that the HID needs more starting current than what your PSUs can give.