... is that I've never seen one do this.

Update: I just talked to Sylvania. In addition to replacing this lamp and the one other failed CFL we have (a 40W unit that flickers), they want to see this one for a failure analysis. I rather expected they would, and I'm glad they didn't disappoint me.
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I've seen incandescents do it. I've seen them detonated and the lamp damaged. This can be line noise, spikes, surges, lightning, etc.
It is entirely possible the market has driven any line irregularity protection out of CCFL devices but the bare minimum. Those really need a surge device and a snubber. Older ones had that and a voltage regulator. New ones that I've looked at had nothing though it was an no-name brand.
Incandescents can withstand moderate surge abuse because it's just a glowing piece of wire. It however is not immune to all of it.
There was a company that produce a button you could drop into a lamp socket that worked to suppress some surges. It only had a MOV and capacitor IIRC.