I did have it and raised it with the dealer. They tested it and found that the condensation cleared within ten minutes of turning the bulbs on, which means that Audi won't replace them as it's 'within tolerances'.
Had exactly this with a 53 Reg A3, Audi replaced units. Seems a fairly common problem due I assume to the fact that they are not completely sealed. Keep your eye on it and panic if it doesn't clear quickly.