There was a thread on this before, and don't worry guys, it's (almost definitely) not because of any bacteria or moisture or contamination. Powder products hardly ever harbour any bacteria because of their inherent lack of moisture to begin with - it's hard for any bacteria to grow there.
You'll see that shimmery eyeshadows have this sort of bumpy/lumpiness to it because of the shimmer pigment in the actual product. It naturally balls up by itself (if you look at a jar of shimmery pigment, sometimes you'll see little balls that form by themselves). It doesn't really look very nice, but doesn't affect the product in any way. Most of my more shimmery e/s have this sort of texture going on.
So keep on using them without worry!