The only time i bring mine inside is to give medicine or groom them, and then back outside. I try to make it short, so they dont get used to the warmth, or get too hot.
When bringing a bun in from outside for a long period of time, they can get very hot, as they are used to the outside and when you put them back out again they get cold because they have gotten used to the warmth...
Im sure this could make them ill... going from warm to cold, espcially at night when the tempt is cooling and in winter.
If you want to bring your bun inside, i would do it near the back door, where its cooler, mine come into the kitchen, where its the coolest.