Halogen lamps require the close fitting glass envelope to allow the halogen cycle to operate (it only starts working at several hundred degrees celsius, and it is not uncommon for the glass envelope to reach in excess of 700 degrees during normal operation). The very high temperature of operation would melt a normal glass envelope, hence a special quartz glass must be used.
One must take great care when handling this envelope not to allow any contaminants to come into contact with the glass, and that includes finger prints. If this is allowed to happen it can start a process that will weaken the glass and cause premature failure of the lamp. Note also that the lamps are designed to run at a high positive pressure, unlike traditional bulbs, and will often explode should the quartz envelope fail.
It is safest to install halogen lamps using clean gloves. If you do accidentally touch the glass, then clean any trace of grease from the bulb surface using methylated spirit or isopropyl alcohol (IPA) cleaner.
Beware handling halogen lamps or fittings that have been running recently; not only will they stay hot for a long time, they are also more at risk of damage when hot (the filament is weaker and could break, and the glass envelope will be softer)