Just to throw another scenario out there for you, picture this. I'm driving last weekend and I'm going along and all of a sudden my lamp out indicator comes on and I get a ding, then it goes out, then comes on and a ding, out, on/ding, out, on/ding, out, on/ding... and on and on and on and on. I went from a 2 lane to a 4 lane and went to move over to the right lane and when I signaled, that whole sequence of previous events ceased. I guess when I signaled the current fused the filament back together and it quit. All I can figure is that the filament was broken enough to cause the lamp out indicator to come on but not enough to kill it entirely.
If I hadn't looked real closely and seen that one of the filament holders inside the bulb was blackened, I would never have changed that bulb. Odds are it wouldn't have lasted much longer but that was still the culprit.
Good luck finding it.
Jeff