No one wins: the bugs are dead, and my light is full of dead bugs. Which is gross.
This baffles on two counts. First, a lamp has no discernible appeal, even to a tiny, stupid bug. There is certainly no food within your bog-standard light fixture. Second, while the globe may not be entirely air-tight, it's close, and the effort expended to get into it seems prohibitively high compared to the pay-off (which is, we remember, death).
Get out, bugs. This ain't no Starship Troopers.