This can be explained by the significant power increase that briefly occurs when switching the unit on. The resistance of the halogen lamp is lower at initial operation than after warm-up. The lowered resistance leads to a brief power surge when turning-on which, in turn, may cause older lamps to burn out.

How can I extend the life of my modeling light?

By working with Hensel equipment, for example!
During maximum performance, most compact flash unit’s modeling lamps are not supplied with full mains voltage. Depending on the type of lamp, 10-20 V less extend the life of the lamp ten to twentyfold. Another option is the modeling light’s automatic stand-by function.
This function automatically dims the halogen light when not in use (pre-select the time). This substantially increases the life of the lamp and saves energy. Of course, gentle handling is also important! Lamps which are turned on are much more sensitive to shock and vibration. A hot glow filament breaks much easier than a cold one. If you keep this in mind, you will have less trouble and save money!