It is very individual. Some degrade just as they are sitting, some during warmup, all lamps do not like starting cycles (with many of them the life is in factt limited by the number of starts, rating is made for 10hours/start, one start/day)
Some designs suffer just after startup, so once you ignite them, they have to warm up and stabilize and restore the chemistry fully before being switched OFF (LPS penning mixture restoration needs all the lamp to heat up, so release back the trapped gas; MH's need to complete the halogen cycle clean up of the sputtered tungsten,...). Storing the lamps for long time would always be a gamble: Either they start after the years, or not. Or they may fail during warmup.
So once you decide to ignite the lamp, always keep it running for at least 30 minutes. And when doing so, always treat the lamp like it is going to disintegrate (explode,...), so cover it into something robust enough to contain the hot pieces should that happen. Even when the lamp is an open rated type (include HPS, MH, LPS), you can never be sure, what faults developed over the long time or the sudden stress after that long time, the safety features may not work correctly anymore.
And if oerating them as a preventive measure, I'm not sure. With some it may help, but with many you will just give them an extra stress cycle, so they will be more likely to fail...
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