Allan - as the ambient air is what causes the condensation issues, warming outside air that is already very low humidity is not going to cause any issues. Going outside from a warm, humid environment or taking our cold camera gear inside into a relatively humid environment, yes, those are problematic.
Yes, the ability of the air to hold humidity will increase as the air warms in the camera bag, but the relative humidity will actually drop as the absolute amount of water in the air does not change. It is for much the same reason that we humidify our houses in the winter; the cold air from the outside is warmed up, but holds so little moisture that it is super dry.