As pointed out by others GE lobbied for CFLs, my giess would be patents etc probably played into it more than per bulb margins.
On the contrary, many (electric) utility providers , and municipal utilities explicitly encourage conservation, and often reward their customers for using less energy. Thats why they often offer rebates on new appliances, windows etc.
Power plants of any variety are expensive, and what is really really expensive is maintaing and starting up back up plants that are used infrequently. To the extent the utility can continue to using their existing facilities and extend them to more customers because of reduced demand per customer makes them more money than increased demand for all customers.
I probably am not making sense