If I had to guess, it sounds like the "outer vacuum" jacket of the bulb cracked inside the base. Did the bulb "hiss" after the noise? Was the smoke inside the bulb?

I've intentionally busted some old bulbs just for fun. You would notice the inner "tube" is the actual bulb and the outer glass of the bulb is just a jacket. That outer bulb seems to either be under vacuum and/or charged with an inert gas. You could break away that outer bulb and the inner "tube" would still work although it would be very hot and exposed to the atmosphere. I don't know if they do this so the inner bulb won't burst or burn out prolly?

I can say I would not risk using a bulb that could possibly explode or leak some possible mercury vapors. I'd buy a new bulb(s) and return this one.