Note the RR said he brought it from the car to a warmer environment. & he said it changed in "Minutes" not Seconds. Any precision measuing instrument can be temperature sensitive. Many micrometers now have insulating panels along the frame where you hold them. You can take a mic without these & take a measurement, then grip it in your hand for several seconds & take another reading & the heat from your hand will have expanded the frame a bit & give you a Smaller reading. The mic will have grown so the spindle will turn down to a smaller reading. I am NOT Kidding incidently, I used precision measuring equipment on a daily basis for more than 35 years.
Consider the length of the shaft in one of these gauges. The expansion will be based on both temp & length. Steel normally expands or contracts @ approximately .00000633 per inch per degree F. Brass @ .00001 per degree F per inch. Note there is one extra 0 in the steel so brass expands almost twice as much. The instrument should be so designed though that any teamp it was apt to be used in the ball bearings would never be larger than the holes. You aren't going to get a reading with press fit bearings. By the above formula an 18" steel rod would grow in length by .00114" for every 10°F increase in temperature.