Back in the 90s there was a paper called "Possibility of Life Sustaining Planets in Interstellar Space" , which argues that there could be Earth-sized bodies out there with thick hydrogen atmospheres, which thanks to a greenhouse-effect + geothermal heat could have life-sustaining temperatures at the surface. I'll just quote the wikipedia summary in their "Rogue Planets" article:
"In 1998, David J. Stevenson authored a paper entitled "Possibility of Life Sustaining Planets in Interstellar Space."[6] In this paper, Stevenson theorizes that some planet sized objects, referred to as "planets", drift in the vast expanses of cold interstellar space and could possibly sustain a thick atmosphere which would not freeze out due to radiative heat loss. He proposes that atmospheres are preserved by the pressure-induced far infrared radiation opacity of a thick hydrogen-containing atmosphere.
It is thought that during planetary system formation, several small protoplanetary bodies may be ejected from the forming system.[7] With the reduced ultraviolet light associated with its increasing distance from the parent star, the planet's predominantly hydrogen and helium containing atmosphere would be easily confined even by an Earth-sized body's gravity.
It is calculated that for an Earth-sized object at a kilobar hydrogen atmospheric pressures in which a convective gas adiabat has formed, geothermal energy from residual core radioisotope decay will be sufficient to heat the surface to temperatures above the melting point of water.[6] Thus, it is proposed that interstellar planetary bodies with extensive liquid water oceans may exist. It is further suggested that these planets are likely to remain geologically active for long periods, providing a geodynamo-created protective magnetosphere and possible sea floor volcanism which could provide an energy source for life.[6] The author admits these bodies will be difficult to detect due to the intrinsically weak thermal microwave radiation emissions emanating from the lower reaches of the atmosphere.
A study of simulated planet ejection scenarios has suggested that around five percent of Earth-sized planets with Moon-sized moons would retain their moons after ejection. A large moon would be a source of significant geological tidal heating.[8]"
The article has a link to a free pdf of the original paper. There's also this article:
http://www.nytimes.com/1999/07/06/healt ... wanted=all
Anyway, I'm supposing that this could also concievably apply to an Earth-sized object in the far outer solar system. I don't really know enough to evaluate all this myself but it sounds kinda neat!
I suppose it all might depend on how the object formed and what happened to it before arricing at its present location. If it didn't collect enough gases it would just freeze over I suppose. If it formed like a giant Pluto except surrounded by that thick gas enveloupe I suppose it would be a giant slushball (provided the radioactive decay provided enough heat). Without all those gases you could still have underground liquid water due to geothermal activity;.