Ford's automatic high beams are dangerous during low visibility conditions like fog, snow, and heavy rain because the high beams reflect too brightly off the precipitation. The solution would be for the automatic high beams not to work while the fog lamps are turned on. This could be fixed by Ford through a software update.

2019 Ford F250 KingRanch PSD 4x4

 

Interesting. My wife's Saturn View will not allow the high beams on with the fog lamps on. 2004 model....

 

The only way I can see the fog lamps to work on the Ford with the HIGH Beams on is to have the BAMBI mode enables in the software programming (which somebody has to do after vehicle delivery from the factory). You should be able to turn off the AUTO HIGH beam option thru your screen options. Or just click the lever to LOW beams. My 2015 F-150 with AUTO HIGH beams will automatically drop to LOW beams in fog due to the back reflection unless I override the LOW beams manually.