Not really my area of expertise, but I think that could be a surge arrestor of some kind. That sort of thing gets used in telecommunications equipment to safeguard against lighting strikes and other sources of induced voltages, or at least it did back in the day. It certainly doesn`t look like a lamp, and not any sort of resistance device I`ve seen before. If it`s an anti-surge unit, that might explain its removable-looking design, in order to facilitate replacement following "operation" much in the way a fuse would.