The fog settings do not depend on wether the shader writes to oFog or not,
instead they depend on the FOGVERTEXMODE and FOGTABLEMODE settings, and if a
vertex shader is bound at all.

It works the same way as with the fixed function, and having a vertex shader
is the same as using pretransformed vertices, just that the fog coord comes
from the shader instead of the specular color:

FOGTABLEMODE != NONE: The Z coord is used, oFog is ignored
FOGTABLEMODE == NONE, with VS: oFog is used
FOGTABLEMODE == NONE, no VS, XYZ: Z is used
FOGTABLEMODE == NONE, no VS, XYZRHW: diffuse color is used