...the only exception being CFLs...
Most CFL's i've seen used at least the "filament fusing" protection concept, but the ballast is not designed to reliably survive this, so very frequently the ballast die just before the filament break. The protection is here meant only to avoid excessive heat buildup, but not to keep the ballast working.
An exception are "unlimitted ON-OFF cycles" types (e.g. Osram Facility), what usually use quite sophisticated ballast (per CFL "standard"; it usually contain the same controller IC as is used in "mature" high quality fluorescent ballasts, so include preheat timer, that always correctly preheat cathodes even after very short OFF-ON cycle and reliable EOL protection).
But even these suffer from the fact, then ballast components are designed for similar life expectancy as the lamp, what mean there is not much lifetime remaining on the ballast (mainly the electrolytic tank and lamp resonance capacitor and even coil's bobbin material get quite crispy due to the long heat exposure)