I've ridden with the new aux lights in temps ranging from 38 - 60 deg F, during the day and night, through clear, foggy, and rainy conditions. Other than the moisture collecting on the outside of the lamp when conditions were so, I have not noticed any moisture inside.
I did notice that the seal on one of the aux lamps was not set properly and the dealer has another on order to replace it (warranty replacement); however, even with the seal being a bit off, it seems to have sealed tight.
I wonder if they had a batch they put together when the ambient moisture level was say 80% and some residual moisture is sealed inside.
Update: Changed my vote to yes. I have noticed moisture inside the lamps. I should clarify that I only have noticed it once. The more I think about it, it was raining that day, and the moisture index was way up. I'll try to see if I can catch it again and determine if there were any contributing factors.