In the early days of video games, fog was often used to compensate for limited draw distance. Since that technical hurdle has been overcome, mists have gone out of use. It's a shame, because fog can be useful in other ways.
Often, weather can change the way we perceive our environment. It affects mood and focus. Trees and other objects take on different colors. Shadows from clouds can make a patch of forest dark and ominous, or make a stream of water cool and inviting. When a road is marked with shadows and not just one unbroken color, it can make the journey seem faster and more interesting (for the same reason rollercoaster designers place trees and other objects beside the tracks).
Fog, in particular, has a magical quality. Things often don't seem as real in a fog. People and animals become like ghosts. A boat on the water seems to glide on air. The world is full of sounds that the listener can't place and identify, inspiring the imagination to conjure fanciful explanations.
Bring back the fog.