That got me looking at the neons in a pair of extension leads I've had powered up for about 5 years - both have "failed".
Google says the expected lifetime is "years" but it depends on the current put through them. That in turn depends on the series resistor used with them.
Apparently material is given off by the electrodes and this coats the inside of the glass so eventually the light can't escape. You can't clean it off as they are sealed.
This application note..
http://static.vcclite.com/pdf/Neon%20Application%20Information.pdf..says that a high brightness neon can be expected to loose half it's brightness in 8000 hours (about a year) and a standard brightness bulb in 25,000 hours (under 3 years).