I have had some of these suckers build a huge nest inside my outside mounted signal, and then rebuild an even bigger one on the outside of the lens after the interior nest was removed. Not sure if it's still there or not...
My godparents have this 175w MV (I think McGraw Edsion since it had an angled bulb, which I believe was a /DX Westy LifeGuard) with a wasp's nest in it last I saw it a couple years ago...I fired up the light (it was almost never used as it was on a shed in their backyard but it was on a switch) and no wasps came out...I'd imagine they would since HID lamps put out a decent amount of heat and this was in hot, dry California.