Is there a health risk if we get into hot water spa after a cold water swim in the pool?

The swimming pool we are using is an open one and has a spa there too. The pool water is naturally not warm. My husband gets into the hot water spa as soon as he is done with swimming which is just next to the pool. I have heard about health hazards of taking a cold water bath just after a workout which warms the body. But what about the reverse ie what if a body comes in contact with warm water from cold water in say 5 seconds?