Simon, you have touched upon one of my top 5 pet hates here.
It is so well known that I hate this that a friend of mine who likes to use them when driving on twisty unlit country lanes to help him see the corners (which even I think would be an acceptable use) apologises to me when turning them on!
When I have someone behind me with them on, I often turn on my rear fogs. The amazing thing is that only once has someone ever realised what I am getting at and turned them off. Lots of people flash, and on motorways they will even pull alongside and try to let you know you have left the fogs on!
And if you flash them oncoming, they just flash right back. Bah.
The only reason I can think of is that this is a trend that started with aftermarket modifications. Someone would install a set of front fogs on their car to mimic rally cars (you used to be able to buy the bonnet with 4 big lamps on for a Renault 5!). So, the feeling would be to show off that you have fog lights (lame, yes). Of course now many cars, and almost all "sporty" models, come with them from the factory. However, in my experience you see very few "classy" cars following suit.
So it makes as much sense as me driving around, hanging out of the window shouting at passers-by whilst pointing at my alloy wheels. Although if I open the window, how would people know I have air-conditioning? But if I leave them closed, they won't know I have electric windows...
I know, I will mimic their behaviour by driving along, continually opening and closing all the windows at once, hanging out the window, shouting "Look at my alloys! Now I'm going back inside to get some cool air-conditioned air", getting back in and closing the windows.
I was watching one of those "Police camera" programmes, and this traffic cop who was a real "I'll nick 'em for doing 31 in a 30 zone" guy pulled this Ferrari driving with front fogs on. I mean, of all the cars you could have... Anyway, the guy got some kind of official warning or a ticket for it.