Perhaps this is a style thing, but there is no point in having both sets of lights on at the same time. If you are driving in fog, having the headlights on reduces visibility. If you are driving at night, having the fog lights on adds extra unneeded light near the driver reducing night vision.
Kind of bizarre, but the owners manual actually warns of excessive electric use by running your fog lamps. That is not a real reason, but an interesting tidbit.
IMHO using the fog lights at night in dense fog only increases glare compared to headlights alone. I live in area with frequent dense fog and low beam headlights provide the best visibility for night driving.