Unless one of the bulbs is out the only other reason i know of is the same problem with the LED's where the load is too small. Maybe since they are such small lights the bulbs are much smaller? If so maybe they aren't pulling enough current and need a load resistor like an LED even tho they aren't LED's. Just a guess. Do you have a meter? You could measure the resistance of a bulb across the ground/hot and if it's up at around say 50 ohms or more (approximate guess) that could be it. then a 25 watt power resistor of maybe 10 ohms from hot to ground on each bulb should do it. You may have to experiment with resistor ohm rating tho.
