The idea behind putting your camera in a bag before coming in from the cold is that the condensation settles on the outside of the bag instead of on (or in) your camera. It doesn't take much corrosion on the irus of your lens or on a mechanical shutter to cause it to malfunction. Can't help the electronics either.
Yah, you can get away with not doing that real often. But it is a bit like playing Rusisan Roulet - sooner or later it will get you if you play with it that way for a long time.
I moved south to get to Northern Wisconsin so I do a have a bit of experience with cold. When I was young, I didn't understood why my cousins in Minneapolis didn't want to go out and play when it was nice and warm at twenty below (-29C). A great temerature for cutting pulpwood - the branches broke off like they were made of glass.