Heat is literally inefficient by definition - it's spent energy which hasn't been converted to visible light.
And hotter light bulbs produce proportionally more visible light (higher luminous efficacy) than cooler ones.
An electric heater at 100C is an incandescent light source with 0% luminous efficacy :)
Hotter _incandescent_ bulbs (e.g. tungsten wire, halogen, etc.) produce more light than cooler ones, but the heat is still wasted. That's why such bulbs are going away.
With non-blackbody bulbs (e.g. florescent, LED, etc.) the light is produced directly. Any extra heat is still wasted, but we can (and do) engineer to reduce it, thus making the bulbs far more efficient.
That's why that one bulb that's been burning for a 100 years in a firestation somewhere is only just glowing.