It has to do with the dew point. Assuming you are walking into a house with 30-40% relative humidity, if anything is colder than about 55 degrees, condensation is possible.
If you let equipment warm up slowly in a bag, the moist air is mostly kept away from the cold surfaces. Even a lens cap should keep most of the moist air off of the lens. Internal components should be relatively protected by the external components, so you would be unlikely to get internal condensation. If you retract and extend a cold lens inside though, you will suck all of the warm moist air into the lens and may have problems.
The best bet is to always warm up equipment slowly. If you need a sweater outside, it's likely your camera will need one when it comes in.