ahh...
Firstly, I just figured out I am no expert in neon lights..so I read up. (Do a yahoo/google search for neon voltage and lots of links for infotmation show up.)
From power standpoint, apparently your observation is correct. But such a high voltage would be used in very large neon signs (Las Vgas type I presume), where you need very high voltage to 'strike' and ionize the gas molecules because the tow electrodes (at ends of a tube) are far apart. I persume there must be some controls to either lower the voltage after the light (current through the tube) is established. I would think constant high voltaeg is not required once light is 'started'.
A small neon light would work at even less than 100V.
In 'light' of the above 15000V may be a limit, generally accepted, in the USA as it is the most common medium voltage at commercial distribution level and also the ease of availability of material and skilled people to work on such systems. Any voltage higher than 15kV would fall in a different category of equipment, cables and skills which would have added cost.
As for safety, 15kV is no safer than 35kV, for that matter even 480V is equally dangerous. Great precautions and skills are required even to install, operate and maintain 15 kV systems as with any electrical systems.
Hope some expert in Neon will provide more info.