It's a preview mode problem. The hair use transparency and the fog plane also does.

The preview mode is not sorting and puting the transparencies in the right order. Depending which transparency is rendered first, fog and hair, the result is correct or not.

If you load the hair first and then the fog or the fog first and then the hair the result is different.

With more transparent planes or objects the result is even more unpredictable.

The final render (firefly) handles transparencies in the right way.

Stupidity also evolves!