nah, if your bulb was going to burn them I don't think it would have taken so long (unless you recently rearranged stuff in such a way that they're much closer).
I'd be much more inclined to think it looks like they're arguing. Day Geckos can be notorious for aggression. it's my understanding that once it starts, it's unlikely to stop and will probably escalate. however, my experience with Day Geckos is limited to just a few P. m. madagascariensis. I hope that someone who has kept more species and has more experience can answer more fully.