Its a grey area due to EU law. Much like HIDs which aren't technically allowed by UK law (no provision for it), but are by EU law.
HOWEVER, if this case, I suspect any such fog light has to properly adjusted, which is not the case for a bog standard fog light, in order to avoid dazzle. Much like the 'tards retrofitting HIDs but not obeying the rules
As it happens, I think using fog lights for illuminating whilst cornering is a bloody stupid idea, as there will always be some tosser who readjusts them for maximum inconvenience. If you can't see adequately around a corner, they you need to fix your lights or slow down, not add gimmicky stupid "look at me" features.
Tunnie - be aware that if a car sees a dealer, and the dealer does a proper job (fortunately, not many do), all such features are reset to how it left the factory *AND* you might find any remaining warranty on the car is void due to such adjustments. I've known of Audi to be particularly shitty over this.
And whilst ranting about lights, how the F did previous generation Pisshats and Golfs get type approval, when you can't see the indicators when they are breaking (I know, I know, VW owners never use indicators. But on the offchance one does). And the ragtop MINI