Size of glass on incandescent bulb
The vast majority of the energy dissipated by the filament is heat (about 96-97%) and this makes its way to the glass envelope by radiation, and some conduction - most bulbs do have some gas in them, generally a noble gas that limits the evaporation of the filament. Small envelopes have, obviously, a smaller surface to dissipate the heat, and hence the bulb runs far hotter, causing the materials used for the base and holder to need to be more heat tolerant - and generally needing the bulb to be contained in a housing that avoids the risk of flammable materials coming into contact. 

High efficiency domestic bulbs have a small, but hot-running envelope, containing krypton or xenon, inside a larger protective envelope that will run cooler.