Glass is not such a great insulator. PTFE tends to have better volume values, though it is hard to measure and compare. It still depends on the composition of the glass - there are many different glasses. PTFE can also vary, depending on chain lenght and density.
An interesting point with the glass insulation is, that there is a direct interface and thus possibly low triboelectric effect. However the very thin wire may not be that great for longer distance anyway.
On the downside, some glasses react to humidity, especially as such a thin layer, and there may this be some slow humidity effect. So it is a good thing the resistors have the extra hermetic seal.