No, it has to be a complete circuit. The voltage will take the path of least resistance. In this case a filament with a complete circuit is much less resistance then a circuit that isn't complete (infinite resistance) and just filling up a capacitor.
The other thing you can do is put a resistor in line. But that requires wiring and soldering and I won't say how to do something like that over a forum because of the safety issues surrounding it. You can severely hurt or kill yourself and/or others but re-wiring things like dimmers and strobes if you don't know what you are doing. So don't try it. This safety message brought to you by OSHA and a bunch of other safety inspectors/certification organizations.