True Patriot
Sanity is subjective
It's called thermal shock. Cold water on hot glass causes the wet area to cool and contract, the resulting stress is enough to shatter the glass. Since bulbs have been placed under vacuum, the shattering glass is pulled in and implodes. The "smoke" is usually from powdered aluminum used to coat the bulb as a reflector, and vaporized tungsten from the filament. In the quantity available in a bulb neither is dangerous. The danger to the ducklings is from the glass itself. Tiny fragments would have been spread in the area, potentially causing cuts, respiratory problems, and eye injury. Keep an eye on them for several days to see if anything develops. I would also throw out all bedding and food if you haven't already. Once the brooder is cleaned out, I would vacuum to ensure all is removed.
