What causes something like this to happen, seems to only happen when it rains, I don't think the moisture in the air affected instant start lamps!

http://s337.photobucket.com/albums/n393/RCM442/?action=view&current=Picture026.flv

Yes, it do affect, in the same way as RS (spreading the electrical field across the lamp length, so there is no place with high enough intensity to break down the gas). Usually the OCV is so high it start, but if the moisture is dense, it might have troubles as well.
Grounded metal reflector placed close to the tube (but not touching it, as it would make too cold spot for running them at cold) is usually the cure for such problem.

That's why I like incandescent lamps, you can light them everywhere with no problem! 

OK Vince, since you said you can light them anywhere, try lighting one underwater! 

OK Vince, since you said you can light them anywhere, try lighting one underwater! 

And what do you think would happen, assume you manage to protect electrically conductive parts and turn the power ON only after the lamp is submerged (so no thermal shock would happen)?

Actually, lighting a light bulb under water would work! Only the bulb part, of course and not the socket, otherwise POW!

Vince, if it was distilled water...hmmm this is giving me ideas of something stupid to do in my spare time! lighting an incandescent in a glass of distilled water, with everything submerged  but maybe not, don't want to blow myself up.

This is why I love preheat fluorescents.  Rain or shine, grounded or not, they will light!
You may have corrosion on the pin on the lamp or the contacts in the lampholder.  Some slimlines I have seen will act crazy when there gets to be corrosion.

Yep the lamps need a good clean grounded surface to function right. Can confirm, pacific ballast rapid start fixture is mean to the lamps unless grounded.