The filament lasts for a long time because argon is inert and will not oxidize the filament even at high temperatures.
If air were used, the oxygen would quickly react with and destroy the hot filament within seconds of it being turned on.
Quick experiment: Attach a wire to the positive and negative sides of a large flashlight battery (the large rectangular ones with the two coils coming from the top... I can't think of the proper size). Attach the back of one alligator clip to the open end of each wire (so the clip part is not clipped on the wire). String out some steel wool until you have a single strand (or two or three wound together). This essentially is a light bulb filament. Clip it into the two alligator clips and watch how fast it burns.