When the weather was warmer, I admit that I often left the gym or yoga studio in my sweaty workout clothes and showered at home. Staying in damp clothes for a short amount of time isn't the worst thing in the world, but if you're prone to acne or yeast infections, it's not something you should make a habit out of doing.
Now that temperatures are dropping, don't even think about lazily pulling on some sweatpants and a jacket over your moist clothes and skin. It's imperative to change out of wet clothes even if you're going home to shower. When you walk out into the freezing air, your wet clothes are going to make you very chilly. Although you can't catch a cold or the flu from the frigid air, being cold for too long definitely weakens your immune system, so if you do come in contact with germs, you're more likely to get sick. Before heading out to work out, be sure to pack a change of clean, dry clothes in your bag, as I'm sure you're willing to do anything to decrease your chances of getting sick this season.