The amount of energy used to make the bulb is reflected by the cost of the bulb. I think you are right that there is quite a lot more energy used to make a compact fluorescent (CF) bulb than is used to make an incandescent bulb. But that is more than compensated for by the much greater light generating efficiency of the fluorescent bulb.
A fluorescent bulb uses about 80% of the electricity the produce light and the other 20% becomes heat. An incandescent bulb on the other hand uses only 5% of the electricity to produce light and the other 95% is lost as heat. That is a really huge difference.
The other thing about fluorescent bulbs is that they last far longer so you do not have to make as many bulbs. That also offsets the extra cost to make them.
Currently a typical sized fluorescent bulb will save the consumer about $30 in electricity savings and in fewer bulbs purchased over its life time.