Pretty good. They should be because they weren't cheap.
It should be noted that growing a plant from seed indoors and bringing an outdoor plant in for the winter are two very different things.
I've apparently had more success than you when moving peppers in for the winter, but it's definitely a challenge. Even with the best grow lights, the move from full sun to inside feels to the plant like it has suddenly been put in the dark. It's as much of a shock to the plant as moving an indoor plant outside (who hasn't killed a plant by giving it too much sun too fast in the spring?). No matter how careful you are, digging a plant inevitably damages much of its root system. By the end of the summer, my peppers are invariably infected with a leaf disease or two. Doesn't seem to bother them while they are outside, but becomes more problematic inside. I sometimes get an outbreak of whiteflies when I bring peppers in for the winter. Predators apparently control them pretty well outdoors, but it's a real battle once they get going inside.
Add all of those stresses up and it shouldn't be surprising if a pepper plant drops all of its leaves after being moved out of the garden and into the house. Light levels are the key. The closer you can get to mimicking the light levels the plant is used to, the more easily it will endure the other stresses.
Plants started from seed indoors, on the other hand, have none of those issues.
