Hall thrusters produce neutralized ion beams with high current density because the acceleration takes place in quasi-neutral plasma and is not subject to space charge limitation. We tested an external plasma lens (PL) in front of the thruster as a means to focus the thruster plume. In the PL, the plasma is nearly collisionless, with non-magnetized flowing ions and magnetized electrons. Surprisingly, we observed anomalous electron cross-field transport, leading to large currents to the PL electrode and enhanced power loss.