This is largely a myth. Higher wattage bulbs burn out faster, but they also operate more efficiently. Bulbs are fairly cheap, but electricity is expensive.
During ordinary operation, the tungsten of the filament evaporates; hotter, more-efficient filaments evaporate faster.[115] Because of this, the lifetime of a filament lamp is a trade-off between efficiency and longevity.
Rough service bulbs live longer in environments with high amounts of physical stress, temperature variation, and vibration. They don’t live longer in general.
The lifespan of an incandescent is dictated by the evaporation rate of tungsten and directly related to the wattage.