You must be in drive with the headlights on. If the headlights aren't on, none of the fogs will work (show as grey/disabled in UI). It's particularly an issue with "bright" fog where the auto headlights shut off as it's bright enough but you need lights on because you're in the fog. The fog light settings are also not stateful so if the headlamps turn off automatically and the fog lights are on, and then the headlamps turn back on again, the fog lights will need to be manually re-enabled.
Oh, and in case you're wondering, this perfect use case for voice commands isn't enabled as of 2020.4.1. You'd think if you need to use your fog lights in limited visibility, turning the fogs on and off would be a prime time to use voice instead of taking your eyes off of the road.