That's a lot of heat. Aircon, lights, er... power sockets? While I realise it's a duff comparison if you converted 1500V/800A to 230V you get 5,217A and change... that's 401 13A sockets at full whack. But I have no idea what's inside these things and the figure may be a max of something rather than normal operating figures.Heaters?
I often park next to a sleeper carriage at 'work' - I noticed it marked 1500V AC and 800A. That's 1.2MW. What uses that much power? Or, what does it actually relate to if not a power usage?
That will be the rating for the cabling and jumpers which connect the whole train. A 16 coach sleeper train will need something getting on for that on a cold night.