From Wikipedis:
“The bulb must be made of fused silica (quartz) or a high-melting-point glass (such as aluminosilicate glass). Since quartz is very strong, the gas pressure can be higher,[11] which reduces the rate of evaporation of the filament, permitting it to run a higher temperature (and so luminous efficacy) for the same average life. The tungsten released in hotter regions does not generally redeposit where it came from, so the hotter parts of the filament eventually thin out and fail.”
"Any surface contamination, notably the oil from human fingertips, can damage the quartz envelope when it is heated. Contaminants will create a hot spot on the bulb surface when the lamp is turned on. This extreme, localized heat causes the quartz to change from its vitreous form into a weaker, crystalline form that leaks gas. This weakening may also cause the bulb to form a bubble, weakening it and leading to its explosion.[25]
The small glass envelope may be enclosed in a much larger outer glass bulb, which provides several advantages if small size is not required:[2]
the outer jacket will be at a much lower, safer, temperature, protecting objects or people that might touch it
the hot-running inner envelope is protected from contamination, and the bulb may be handled without damaging it
surroundings are protected from possible shattering of the inner capsule
the jacket may filter out UV radiation
when a halogen bulb is used to replace a normal incandescent in a fitting, the larger jacket makes it mechanically similar to the bulb replaced"
Source: https://en.wikipedia.org/wiki/Halogen_lamp
I used to have a couple of home video halogen lamps and the packaging of the bulb not only warned against touching them with you bare hands and to wipe them with alcohol if you did, but also not to move the lamps before the bulbs were completely cool as the filament was extremely fragile when heated. The same applies to regular incandescent bulbs. If you shake a hot bulb, you can easily break the heated filament into multiple pieces resulting in that tinkle tinkle sound when you shake it.