Well, gold won't corrode unless it's exposed to something like HydroFlouric Acid - it's what the majority of connectors in the box are coated with. Even tin or solder coated items won't really corrode. Corrosion is not the issue, and that takes a long time anyway.
The issue is the formation of conductive salt solutions by condensation and residues left on the board. This would allow the formation of conductive paths across board and component surfaces (short circuits) which then cause either non-fatal or fatal main circuit failures.
The empeg has got a high voltage supply for the display (60V) and it also has various low voltage supplies and feeds on the board. A cross circuit between a 60V source and something else might not be so good, no matter how robust the empeg has turned out to be.
To be honest, you really shouldn't operate it in condensing conditions, and you should let it acclimatise first before even plugging it in to a power source. I have seen the results of catastrophic failures to empegs here, including one classic with burnt power tracks and just about every passive component in the power supply destroyed (still managed to fix it, though!
). Whilst you shouldn't be excessively cautious with your baby, you should use common sense - there aren't that many spares left to play with, especially the one thing that there are NO more spares of - the main PCB. One strategic burnt track, and your toy is toast.....