As those bayonets are handed - you can't try the bulb the other way up in the socket.
Maybe you have one of those damnable filaments that tests good on the meter because of the orientation you held so the filament made a circuit - but when installed in a different orientation - the filament hung away from its support and didn't make a circuit.
Shake the bulb while you have it on the meter.
Had a fuse like that once too.......
