You can also place back the plant indoor without pruning, but from experience, your plant will lose many leaves and may be attacked by pests such as aphids. Pruning also helps to put the plant in winter sleep mode. Overwintering your pepper plants will allow you to have harvests much earlier next year. But make sure to only put back the plant outdoor after your last winter frost and when temperatures at night are not cold (above 12C/53F)(CREDITS.. thefrenchiegardener)