Mercury Vapor Lamps are designed to run at a specific voltage that is constant. Dimming thermostats reduce the voltage/current to the lamp therefore they're not compatible. Running a dimming thermostat with a Mercury Vapor Lamp will either not work at all, or significantly reduce the life of the lamp.
an MVB will blow if turned off/on quickely, they usually need 15-20 mins to cool down or reload before re-use. a thermstat will blow it very quickely. a dimmer will reduce the output and strain the bulb, and it wont last.