what happened to volumetric lighting / fog

You are mixing terms here. These volumetric techniques does use voxels but only for participating media. They don’t have to go all scene geometry and voxelize that but just approximate density of non solid objects. That can be some combination of height fog, fog volumes, noise and voxelisation of particles. VXGI is doing actual voxelisation and that is quite expensive but not any of these volumetric techniques need that.