A rapid thermal change can crystalise and weaken the resin matrix and the part becomes very brittle, thus producing a weaker part. I know this isn't as critical on a plug but keep it in mind anytime you are curing resin in an oven.
Hoofty, hate to jump on you for this, but you are right for the wrong reason. Thermal shock is a problem in composites because the coefficients of thermal expansion are often very different for the fiber (e.g. glass, carbon, kevlar) and the resin. When you take a part out of a hot (or cold for that matter) environment and expose it to a large thermal shock, you make the fiber and resin want to grow at different rates, which creates large internal stresses and can crack the part.
Here is the caveat. The reason we do this in full size composites processing is more for operator safety (I don't want a part at 350F sitting around the shop).
Yes, epoxies can crystallize, but not after they are cured.
Matt