Some bulbs fail when they are turned off
But that's not fair, because you can shake a bulb and see the bits of the filament rattling about the bottom...
I've been doing electronics design for about 30 years.
Temperature cycling has always been the #1 enemy of electronics. It's much better these days than say 20-30 years ago, largely due to better chip packaging methods, but it is still the #1 killer.