Does it need to be stored in the fridge?
A recipe something like this one:
I know it says store in the fridge, but I don't know whether that's for the sake of the dough, or the chocolate.
It probably needs to stay refrigerated because it isn't baked. It will probably get really soft if left a room temp for a long time.
I don't think it's because of the chocolate. If you are going to make them, leave one out and see what happens, it will just get soft I bet and then the pretzel will get soft too.
Hope that helps.
I would probably leave them refrigerated until you're ready to serve them. If you're making them and taking them to a party, I would keep them refrigerated until you're ready to leave. I agree with MsGF. I think the dough will get really soft like regular cookie dough does when left out.