Good question, let me shed some light on the issue!
Three things to look into if your bulbs keep blowing. Your bulb supplier (cheap bulbs use thin filament), check the wire connections inside your bulb holder (loose wire in the fixture), and check to see if the spring loaded connectors inside the fixture are working properly inside the bulb holder.
As a last resort you can also check the tightness of the connections in your wall switch. Unscrew your bulb and look for “pitted” marks on the end of the bulb you’re replacing.