I saw a survey by J.D. Powers (I think) that listed the most irritating thing done by drivers. In this survey the top thing listed as causing anger is people driving with their "driving lights" or "fog lights" on at all times after dark. Our police department has begin issuing citations for such a violation. My BIL got one. His excuse was that he thought it looked cool, and everyone else does it. Yeah, great excuse. The cop told him that driving with his driving lights on (fog lights are amber in color) is equal to driving around with your bright lights on. I don't recall the survey saying that it was illegal, just rude.
At second was not using turn signals, and I think third was throwing cigarettes out the window. Where I live, both of those things are illegal as well. If you live in an area like where I do, and if your "fog lights" are actually the clear "driving lights", maybe a cop will tell you why they go off when you turn your other brights on.