Volumetric Fog doesnt work when playing the game

When making lighting in my editor, volumetric fog works just fine, but as soon as I enter the game to play it, all fog disappears.

Are you interacting in any way with the post process volume through your blueprints?

Nope, this is a fresh project, havent touched the player or post process at all yet (in blueprints), I am using the 3rd Person template for the player, I will also mention I am using Ultra Dynamic Sky for the sky, which has worked fine in the past