Why are "flicker flame bulbs" always bulbs or how do flicker flame bulbs work?
"Flicker Flame" bulbs are really neon glow bulbs with specially shaped electrodes.

They are bulbs because the neon (with usually a little argon) must be kept pure and at low pressure.  See Electric discharge in gases at Wikipedia.

They mostly use neon because it has breakdown/glow voltages in the range of the USA household voltage.  A typical configuration has a breakdown voltage of around&nbsp;90Vdc&nbsp;(Mouser datasheet, PDF) and AC sockets provide a nominal 120Vrms, or 170Vpeak.
This minimizes the need for a serial, ballast resister (built in).

They flicker mostly because of Paschen's Law:


The breakdown and glow voltage depends on electrode separation.
The breakdown and glow voltage depends on the pressure/density of the gas.


So, as the gas near one part of an electrode glows, it heats up -- changing its localized breakdown voltage and allowing the "flame" to move different parts of the electrodes.

Similarly, varying the electrode separation gap can encourage motion. 

From Unstable cathode-glow and the flickering flame-effect neon:


  Electrode spacing increases towards the top in this example. This gives a rising-effect in the motion of the glow spot.