the reason Fog lights only come on with your Low Beams is that, when it is foggy, you need to have your low beams on.
if you have your high's on, the light reflects off the water molecules in the air and reflect the light into your eyes.
low beams minimize that effect. fog-lights minimize it more because they shoot lower so the light reflects back into the grille, not up to the driver.
not a saftey feature, just a road use feature. you dont need fog's with high beams if your going to be driving in fog. thats the way it goes.