Bulbs burn out because of heat.
Could be from over voltage heat or lack of ventilation heat.
Yes finger oil on the bulb will create a hot spot, heat again.
Make sure the wattage of the bulb is OEM spec, the enclosure has enough heat dissipation for that wattage.
Check the voltage at the battery, a few minutes after starting, and with engine at about 2,000rpms, should be under 14volts, if higher your voltage regulator is not working.
High voltage is burning out that bulb and will effect other systems as well.
Check the ground wires for the headlights, both sides.
If drivers side ground is corroded then the voltage for BOTH bulbs will be passing thru the Passenger side bulb, this causes higher amps, more heat and burned out bulb.