If the temperature changes abruptly, slight condensation may form between the glass. If this happens, it will disappear by itself in a short time.

If you forget to remove the jewelry before contact with water, water may enter into the lockets and dampen the sand. A mist can form between the glass as a result.

If this is the case it can take quite some time for the water to evaporate out of the locket and the sand to dry. With time it will. You need only wait.