There is another, more basic concern here. I don't think moisture from outside will be an issue, for the simple reason that cold air can't hold much moisture- as it begins to warm, any moisture it carries will be sucked back into vapor. That's why it's called 'relative humidity'- the colder the air, the less capacity it has for holding moisture. As the air temp rises, the RH falls- drastically- and will actually cause more problems drying things out than getting anything wet.
No, your big problem with pulling extremely cold air across your HID bulbs is that you'll make them run too cold. These bulbs are carefully designed to run in a certain specific temperature range. If they're kept too cold, they won't warm up properly and that will drastically affect the light spectrum they emit. At best, it will be a serious loss of lumens in the spectra you need and a waste of money on electricity. At worst- well, -40C is about the same as -40F, and that kind of cold is no joke. Just as your car needs special attention to run in those extremes, so does your growroom.
I would actually recommend against ANY direct ducting between your grow and an environment that cold, because just one slipup and you've frozen your crop- I've seen it happen through a hole as small as a 6" duct where the backdraft damper stuck open!
Even if you slow the fan down so it 'prewarms' on the way inside, you've just created a nasty condensation/freezeup issue on the OUTSIDE of your ducting, plus a serious loss of heat. And it still won't work, because the second, third, etc. bulbs in line won't get similar cooling, leading to issues with different bulbs running different temps. NOT good for lighting quality, or temperature control.
What you need is some kind of lung room- one a lot bigger than a box, on the order of 2-4 cubic meters (30-60 cubic feet) per 1000W fixture- where you can mix cold outside air with warmer inside air in a controlled fashion, like with a thermostatically controlled fan that controls only air between the outdoors and that room. This way, you've got some insurance if something goes wrong and things get too hot- or too cold.