Light bulb filaments are brittle when cold. If you drive with your headlamps switched off, every bump in the road has the potential to break the bulb filament.
I have been driving with my headlamps on in daytime since 1996. I usually change headlamp bulbs somewhere between 10,000 and 20,000 miles depending on their brightness or gas type. Brighter bulbs tend to fail sooner than later. I always replace them in pairs even if the other side is still OK.
Last year I changed the original equipment tail light bulbs in one of my Jeeps. They had provided 19 years of service. All of the interior lights and dash lights are original too and are now at 20 years of service.