Although unlikely depending on the size of the hole, there could be moisture in the tail light housing that is making a connection between contacts for the lights, or because of the moisture, the contacts have corroded together causing them to power each other. If this is the case, when you turn on your headlights, your brake lights should be bright, instead of just being the tail light filament on.
Good thing about either of those scenarios, once the bulb is replaced and the contacts cleaned, the problem should go away