Heat moves from the warmer body to the cooler body until they reach the same temperature.

Condensation is the conversion of a gas to a liquid. To bring this tangent back to the original topic, if you close up your tent to try to seal in the warmth, you will cause water to condense inside the tent. If there is a significant amount of condensation, it will run down the walls of the tent, and much of it will find its way into your sleeping bag. Whether or not we agree on the physics, it's a thing that actually happens (though probably not much at 40°F).