It might something to do with the socket itself. Is it ceramic or metal type socket?

Check or replace socket. Maybe the wires or base of socket is not making a good connection. Causing the bulb to prematurely fail. Just a suggestion.

 

did you get the right bulb ?? The Philips 40-Watt A15 Clear Appliance Light Bulb is designed to withstand extreme temperatures. This light bulb is ideal for use in household appliances such as ovens and refrigerators.

 

+1.....get a better bulb.

 

Take a look at the appliance bulbs that you are buying. Some of the necks are too wide to screw in all the way and make good contact. That can burn up a socket but if it doesn't make good contact it won't last for long