Usually there is a wire or two that need to be crossed or spliced that will allow the fogs to be kept on with the parking lights or the high beams.
On my last car, the fogs would not come on with the parking lights. The focus will.
Now all I need to do is keep it on with the high beams.
Also, with the fog lights on, you are more visible during the day time. Safer with them on to act as daytime running lights.