Most HID lamps have the outer envelope made of borosilicate glass which is more resistant to thermal shock compared to the soda-lime glass used in incandescent and fluorescent lamps.
I believe older HID lamps also had the outer envelope made of soda-lime glass but as early as 1956 Westinghouse
advertised their Weather Duty mercury lamps which they claimed could operate unprotected under rain, snow, or sleet.