We had two lights that did this when I was a kid. It hadn't occurred to me until now that it was the filament being projected. I love finding out these things. In our case, they were big plastic retro dish pendants, made from acrylic and marketed fiercely in the 1970's. We had a red and a yellow one! I used to put bigger bulbs in them to make the 'projections' larger and brighter!
Another thing I used to do is project the filament and the etch onto paper using a magnifying glass. Great fun!