I don't own that light but every time I use one it gets transported with the lamps in the fixture. They usually come in a kit of 2 fixtures and 1 lamp case which holds 6 lamps, so removing all lamps from the fixtures isn't an option.
Have had a Diva 400/200 kit and 6 extra bulbs in a Pelican 1650 case for about 3 years now (they JUST fit!). Always leave lamps in the fixtures and have never had a broken bulb. They're surprisingly durable...
I always leave them in, but on a recent flight I was on I broke 2 bulbs, only because I forgot to pack some bubble wrap or laundry on the bulbs. I highly recommend putting bubble wrap over the bulbs in the fixture to keep them in place, and then use the louver (metal mesh cover) to hold the cushioning in place. Haven't broken any bulbs since going back to that method.