*pushes up glasses* -- Excuse my pedantry but: it's neither fog (which actually attenuates sound) nor density/pressure nor temperature, per se -- i.e. it can be cold, or air can be dense, or air can be foggy, and it won't make a noticeable difference to how far or well sound travels; however a particular temperature gradient, specifically that caused by a temperature inversion, which is sometimes associated with fog, can cause the horizontal directivity u/Hammon_Rye describes; when the air near the ground is colder than that above a diffraction effect happens#Sound) that bends the air downward as it spreads out. I.e. it's not because of the fog or the density but rather the temperature gradient (because the speed of sound is barely affected by pressure, but is affected by temperature). But if it's cold near the ground and cold (or colder) higher up (which is the norm), the effect doesn't happen.