Both atmospheric fog and exponential height fog assume your world is flat. The only way either of those might be useful in your use case is to raise their height to extend beyond the top of your spherical world, which should eliminate the intersection issues as those occur around the top. You will lose the density scaling by height though, so if you want to keep that you could:
- Dive into the code of the fog system and implement your own spherical version
- Implement the fog in your shader.
The first option might be a bit harder depending on how familiar you are with editing the source. The second option is easier, but would require you to add a material function with your custom fogging effect to every material in the game world.