simple....
daytime running lights: no fogs
parking lights: no fogs
low beams: FOGS ARE ON!
high beams: no fogs!
a relay works by sending power/ or ground to it, you will hear a (click) and it completes the circuit to the component you want to use....hence, (for lights)
when your low beams are on...it sends power/ or ground to the relay....(click) completing the circuit to the fog lights...and voila, you have fog lilghts!
when your high beams are on...it sends power/ or ground to the relay...(click) cutting off power/ or ground from the fog lights and sending it to the high beams...and voila, you have high beams!
i think it is like that cuz of the wattage of them both...theres to much voltage going to the high beams and fog lilghts at the same time....it is engineered like that as a precaution...but what do i know, im just a mechanic....not a FORD