I don't know how to best describe this but here goes...

When the fog layer goes too high it will cause a jarring difference between the terrain and sky.

On the attached screenshot you can see that on the right the fog that is supposed to blend the sky and terrain does exist but it doesn't go high enough. This creates a very sharp difference between the foggy mountain and the sky. If the sky was gray it would be less noticeable.

Using true volumetric fog would fix this.

{F30579} {F30580} {F30581}