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.

So, I thought I had an answer to your question, but was not sure. Now I think I have a good fix. I got the idea from the instructions with my digital camera. They say to put the cold camera in a zip lock bag before bringing it into the house. I do, and it works.
Today was supposed to be 15 degrees F. I did not check the temp, but went out and shot my Remington model 37 with a Spot Shot R.A. Litschert scope on it. I shot probable 20-30 minutes. My hands got cold. My hands don't get cold at 15F so I checked the temp and it was Zero F. The rifle was cold, not so cold it burned me, but was cold enough to be uncomfortable to touch steel. I got a big black heavy duty trash bag, like you put leaves in. Put the rifle in it, twisted the top shut, folded the top over and rubber banded it to the barrel, and brought it into the house. Then I thought of this post. Darn, I did not plan it as an experiment, so questioned if zero was cold enough to frost a rifle, so I put a different rifle out and let it get cold. When I brought it back in, it did not frost like they do at 20 below, but it wetted up quickly.
When My Model 37 was warm, I opened the bag to a dry rifle, and no apparent leakage in the scope.
Again, I did not design this as an experiment, I was trying to prevent a screw up, so my control rifle was out side longer than my sample and may have been colder than the sample. Maybe the sample was not cold enough to frost up. Maybe it wouldn't work as well at 20-30 below, but it worked for me at Zero. Good luck