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No I can't say that I have. My smoke shack has two turkey fryer thermometers in it and they stay outside all year long and I haven't noticed any moisture in them at all.
I don't have your gauge, but I have had the same problem with the gauge on my WSM, contacted Weber, they sent a replacement. It was the same as the original one, after a couple of days it fogged up. I don't use it for the temp, just a guideline, but it's still annoying.
River Country is real good about replacing stuff. I had one that was off 10 degrees and they sent a new one and told me to keep the old one. Took 2 days. They are great at customer service. I am sure they'd replace yours.