Yeah, you touched it.
What happens in metal-halide/quartz lamps, is the metal in the filament actually burns so hot it turns into a gas. When it cools, it attracts to the hottest part inside of the lamp.
When the lamp is running like it should be, (the outside glass clean) the hottest part is where the filament is the thinnest- where the most ions have 'boiled' off. They cool and reattatch to the thin spot, and re-inforce the weak spot in the filament.
When you touch the glass, the oil from your skin stays on the bulb. As the lamp heats up, so does the oil. The inside of the envelope (the glass of the bulb) where you touched gets hotter than the filament. The loose ions from the filament now attatch to the glass, rather than back to the filament. Sooner than later, either the glass cracks from the heat, or the filament gets too thin in a spot and burns out.
Either way, it's time to replace a bulb.
TO avoid this, you can either
A: never touch the bulb (almost impossible)
B: Cover the bulb with plastic of some kind, just remember to take it off, burning plastic stinks.
C: Just wipe the whole bulb down with rubbing alcohol after you install it.
Hope this helps.
B