In addition to existing answers (bobflux's in particular), there is another effect that may be worth considering.
Many op-amps, and other semiconductor circuits, are susceptible to RF rectification effects.
About Bandwidth
It's not perfectly clear just how wideband your signals are -- for example, if you merely inspected them at a slow sweep rate (on the oscilloscope), you might get only one sample during a given peak, and considerable aliasing (most of the peaks missing, some runted, few resolved to full amplitude).
It's reasonable to suspect this, because gas discharge phenomena in general can be extremely fast. For example, ESD has a risetime under 1ns. It's quite possible the individual corona spikes are similarly fast (and far taller), and you're already seeing either a smoothed out, or aliased, mush of what's really there.
It's also possible you've ruled this out, having inspected the signal at high sample rate (with adequate scope bandwidth, and controlled-impedance probing technique, etc.); but given the data presented here, the above remains a possibility.
(On that note, the edit including the oscilloscope waveform was made while composing this answer. Notice the far lower density of peaks compared to the original screenshot. This seems to further confirm my above concern.)
Rectification
As for this, the general effect is, a semiconductor junction gets forward-biased (or avalanche too) during the peaks, causing signal clipping, but also an unexpected current flow, which is modulated by the sum of intended (here, the sine wave) and noise (the corona interference*) components. The current pushes against the baseline value of the signal, shifting it.
Thus, a mixing effect occurs, and harmonics and intermodulation products are generated. Which includes signal-frequency and DC components. Which can even be exaggerated, by knock-on effects like charge storage and reverse recovery.
*Well, maybe it's intended too, but point being it's a very random signal, and constitutes significant EMI and RFI if present in a real-world environment.
Besides direct mixing, nonlinear current flows can result, for example diode junctions charging the capacitance of internal gain nodes during the peaks, which are restored to normal levels only gradually by internal bias currents. An op-amp's input transistors (or elsewhere internally) can act like capacitor-input rectifiers, causing the internal nodes to follow the peak voltage of the signal. Thus, an incident RF envelope can manifest as an input bias voltage.
Op-amp slew rate can also be asymmetrical, so that when repetitive limiting occurs, the output (or internal gain node(s)) become biased off-center from the real mean voltage. Thus apparently reading an input offset voltage, when everything is actually working perfectly normally (i.e. even in the absence of rectification effects per se).
Mitigation
It can pay to apply even quite modest (e.g. single-pole) filtering, ahead of an analog front-end (AFE) circuit where these effects can occur.
The most susceptible op-amps tend to be bipolar types, where the input base-emitter junctions themselves act to rectify RF. Lower transconductance types, JFET, and especially MOSFET types, mitigate the effect at the direct input by biasing the junction to a higher voltage, or eliminating the junction entirely.
Many precision amps these days also boast onboard RFI filtering. More or less, an RC filter is integrated on-chip, effective perhaps from 100s of MHz, to well into the GHz where effective on-board filtering would even be a challenge.
Fast enough amps, of course, can also handle high slew rates without limiting or rectification.
The most general (and perhaps important) take-away, is this:
Use only what bandwidth you require.
Limit bandwidth early, and as often as necessary to maintain immunity, noise level, etc. (Mostly, internal bandwidth can be left un-limited, as there are fewer extenuating effects; but there may be special cases where you need additional immunity to external fields (onboard filtering cheaper than shields?), or to prevent device noise from mixing (and accumulating) with the signal.) If you need to resolve the spikes, you must have at least enough bandwidth to resolve the pulse width, or depending on exactly how much detail you want to resolve them to, the risetime or further details as well. How this bandwidth is arranged, doesn't matter -- you might well for example split it into a low-pass path for the mains-frequency stuff, and a band-pass path for the spikes.