Yeah this is only for incandescent lightbulbs, or i.e. the oldschool, screw-in style. Certainly not any grow lights, grow bulbs, certainly not HPS or Hg-based lights, like you mentioned. No compact fluorescent lights, and IDK either regarding LED bulbs. They might be ok-ish, but actually I doubt any of it is totally harmless. (Sodium borosilicate would be better here.)
Consider: 1. diluents in the glass composition like soda lime and shit like that, and 2. there's a glue that holds/seals the metal to the glass piece. Can't say it seems but so healthy to go heating up & inhaling street drugs in that glass. Having said that, I've definitely done this in the past many, many times, so I'm not judging anyone for doing it—I'm hypocritical enough already without that. In a pinch, it's a decent drug parlor trick though. The frosting washes out easily with water rinsing, actually.