Not that frequent, but yes. I have a bulb out on my oil pressure gauge. I am waiting for a reason to pull the fairing off and will change it then.
You may just have been "lucky". Try replacing it one more time, but when you do, measure the voltage in the light socket to make sure it is not too high. If it is, check the voltage across the battery terminals with the engine running. Raise the rpms, and make sure it does not get too much over about 14Vdc. If it does, you have a more serious problem (like voltage regulator).
A mistake I've made in the past is touching the glass part of the bulb. Oils from your fingers are enough to make the bulb blow. Haven't had this happen on my scooter but have on the truck.