Local fog volumes derrive from AInfo which is a class meant for non-spatial non-physical classes. This causes it to be always loaded and hide the world partition streaming settings like IsSpatially loaded and feels incorrect if you look at the other classes that derrive from AInfo like WorldSettings.
Is there a reason for this? I think fog should stream if desired and not be loaded at any distance.
I discussed with the development team and they agreed that LocalFogVolumes should have the option to be streamed (ie spatially loaded). I submitted a change but I unfortunately missed the 5.7 deadline so it won’t be available until 5.8. The change is simple and you should be able to integrate in your version of the engine easily.