They are probably cheap ebay run of the mill CCFLs. If you want them to last, you need to get brand name like Predator Chromiums. Also, it may just be the cold. My right passenger side AE regularly dies when it's too cold out until it warms up.
1998 BMW 328is - summer
1993 BMW 525i - daily
1994 BMW 325i - sold
1992 BMW 325i - gone
1988 Mercedes Benz 190E 2.3-8V - sold