Condensation is usually less of a problem when going from warm indoors to very cold outdoors than the other way around. The amount of humid air trapped inside a camera or lens is small, and as the gear cools, that air can gradually exchange with the colder, typically drier outside air.

The bigger risk is bringing a cold camera back into a warm, humid room: warm moist air hits the still-cold camera and lens surfaces, causing condensation.

Practical advice:

• You generally do not need to remove the lens or pre-condition the camera outside.
• Let the temperature change happen gradually if possible: keep the camera in its bag for a while, such as in an unheated car or outside before use.
• When coming back indoors, seal the camera in a bag or keep it in the camera bag until it warms to room temperature. This helps condensation form on the bag, not the camera.
• Avoid opening the camera or changing lenses in snow, wind, or dusty conditions unless necessary.

So: don’t remove the lens outside; just make temperature transitions as gradual as practical, and be especially careful on the way back inside.