It is not.
Have you ever needed to creep along and open your door to look out next to your car in order to find the center stripe? If you have not you have not been in the conditions where good fog lights are truly necessary. I have been there, but not often. Under these conditions it is in fact sometimes helpful to be able to turn off the main headlights entirely and proceed entirely under the light from the (properly-designed) fog lights. You can creep along with the bright, low and wide fan of light illuminating your immediate frontal vicinity, avoiding deer and ditches and the odd pedestrian or stopped car. (And with good fog lights you don't need to open the door in order to find the stripe on the road, which really isn't all that safe, or comfortable anyway.) It may be practically feeling your way home by Braille, but you will get there in comfort and safety.
Once upon a time it was federally mandated (in the USA, and perhaps elsewhere) that fog lights turn off when the headlights turned off, and not come back on unless you specifically engaged them again. (I wholeheartedly support this now-defunct regulation.) The light switch in most vintage Mercedes, for example, does this well: you have to pull out on the knob to engage the fogs, and when you turn off the lights the knob pops back in automatically. I think that Subaru and Dodge both have separate fog-light mode switches where you flip the switch on once when you purchase the car, and thereafter the fogs are always on whenever the low beams are on. It seems so, anyway.
Unfortunately for these same vintage Mercedes the same set of USDOT regulations mandated that there be no more than four lamps on at a time on the front of the car, and so because they made some cars with four high beams Mercedes rewired their switch in the USA so that the fogs were tied to the low beams, so they could not be on with the high beams, which means that on such cars (unlike as originally intended) you cannot run the fogs without the low beams also on, which means that under the absolute worst foggy conditions you are at increased risk due to poor visibility. (The dazzle from the backscatter from the unwelcome low beams, which you can't turn off while keeping the fog lights on.) On such cars, however, it is usually fairly easy to move the wire (in the fuse box) back to the original fog-light fuse, restoring independent function of the fog lights. (This was how they were delivered in Europe, if you want just the fogs and marker lights on you can have it.) I have done this on most of our cars, and certainly on the ones that might be driven in fog. This feature is very rarely needed, but seems to me a lifesaver when it is.
People, please, think when you drive! If it's not foggy, turn off those fog lights! They're not actually helping you, and they are hurting others.
in particular: his page about fog lights.
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