I have had filament bulbs blow up, but not recently.
I like the idea of moisture or some other material thermally stressing the glass, leading to failure.
However, contrary examples:
When I was a kid, our house had two vertically aligned bathrooms, one of which had a leak from a "pan" under the shower stall and the water seeped down to the downstairs bathroom and ended up flooding the light fixture. The light fixture was a globe type hanging from the ceiling. It was 1/3 to 1/2 full of water. The light was still working. I turned the light off, took off the fixture and the bulb was about 1/3 full of water inside of it! The bulb was mounted with the electrical socket pointing up. Could not figure that one out.
Drain the fixture, put in a new bulb and everything worked.
Parents got the shower stall fixed.
This is also somewhat reminiscent of some aquarium light fixtures I made when I was a kid. These involved having immersed aquarium bulbs (long cylindrical shaped, with electrical connections (socket) about 2" above the waterline). This was supposed to make for more efficient light transmission into the water as well as extending the bulbs life (kept cooler). This was in the 1960's when aquarium lights were very underpowered (compared to today). I would not recommend this method for others, but it did work without problem for me.
Also relevant were cases when a lit aquarium light fixture would occasionally fall into a tank. Sometimes the bulbs would blow up, sometimes not, sometimes the lights would continue going until I unplugged the light.
Perhaps these aquarium lights were made with more resistant glass. It would not be uncommon for these lights to get lots of small drops and splashes on them. Some, but not all, were plastic coated.