Caps with a hole in the side are a cheap solution used by some manufacturers to improve safety at end if life.
When a gasfilled incandescent lamp fails, an arc can be formed inside the bulb which draws several hundred amps. It can cause the lamp to explode, or damage its lampholder or the house wiring. For this reason, internal fuses are compulsory in most countries. But even then, when the fuse fails a secondary arc can form inside the cap. The suddenly vaporised copper in the cap creates a pressure pulse that may blast the glass part of the lamp out if its cap, resulting in injury or burns - and the difficulty of then getting the remaining cap out of the lampholder.
Good quality lamps avoid this by building various arc-quenching mechanisms into the fuses or the cap area, and using better quality cements that hold the bulb firmly fixed to its cap even after a thousand hours of very hot service. Cheap lamps employ no such protection. They simply punch a small hole in the cap shell that lets the metal vapour from the fuse escape, with less of a pressure pulse and reduced chance of explosion.
Further details at
http://www.lamptech.co.uk/Documents/IN%20Fusing.htm