Hi rayc,
I've been in this business over 40 years and exploding bulbs are not commoun but they do happen.First--be specific what type bulb are you talking about.40,60,75 watt type A19,A21 bulbs are not designed for outdoor use, exposed to the elements but a 60watt par20 par30 is designed for outdoor use exposed to the elements.
There are coating mfgs. that apply a teflon coating for OEM mfgs but these bulbs are also sold at a lamp outlet(not a dept store)Exploding bulbs are normally caused by a weakening of the envelope,and then the inrush of current and Pow.You can help by installing a surge limiting device in the bulb socket which would slow the inrush. This is my first answer are we allowed to talk? Best to you.