I've never used by Unertl, or Lyman Targetspot & Super Target Spot scopes in below freezing weather for fear of fogging them up when I bring them back inside.  Should I be worried about that or would they be fine?

Chris.

Slide the rig into a guncase before taking it back inside and it shouldnt condense. If its cold enough outside to worry about condensation I will do with a gun scope or no just to protect the gun.

I have barreled a number of rifles for hunters in Canada that wandered the bush for a week without shooting their rifle and then storing them in a closet at home. 
They never realized condensation had formed inside their barrels which ended up being severely pitted when they took them out to shoot the next season.
I always barreled them with stainless steel barrels and always recommend hunters always immediately clean their rifles when they bring them indoors regardless if they have been shot or not.
Picture of a Sako I put a new barrel on that had condensation rusting.

People using moly coated bullets shot in barrels with condensation would form a carbide which could not be removed and which destroyed the accuracy of the rifle.
I replaced a few of them as well.
Only use moly coated bullets in dry and warm conditions.