@Don_Recardo did not catch that. Yes the cathode return of the laser should go to -L on the AC power connector. The safety ground is FG. These are actually connected inside the supply thats why what you have works.
I actually ground my LPS FG to a bolt in the frame next to my LPS as I wanted to minimize high speed ground currents from going across the machine. Additionally I ran the green and yellow safety from the plug to that same lug.
In the light of your description of the resistor - yes, it’s a ballast resistor, you shouldn’t remove it and the voltage across it will be quite high (though could still be measured to determine tube current). I had thought it was a current sense resistor but that doesn’t seem to be the case.