A couple of reasons I can remember:
The electrodes in the bulbs have a coating which makes it easier to produce the arc by emitting more electrons when heated compared to the tungsten electrode and over time this coating degrades until eventually the arc cannot be sustained.
This leads on to number 2 which is the darkening of the glass, as the coating is evaporated off the electrodes it is then deposited on the inside of the glass which then causes less UV to be absorbed by the phosphors.