Not to fog.
"One Man's Opinion" but the "Aesthetic" of this is imagining if an 80s era vector game (Asteroids, Star Wars, Space Castle, Space Dungeon, SwordFight) had anything like a modern computer to drive it.
"Fog" is a remnant of early 3DCG and was notorious on systems that plain could NOT handle full 3D. This was cleverly used to legendary effect for Magic Carpet (IMO it would have FLOPPED without it) and again on "Silent Hill" where they forced 3D games on a Playstation barely able to handle it. The effect is a dial away in Zbrush due to that and it even is a feature in "Minecraft" because when the latter got out a lot of computers couldn't handle the simpler Voxel based program due to its scope.
So while Lovecraft stuff might be <> with hard vectors - you've made it work and adding fancy features like fog will lead to calls for some things having textures then ... etc. A fancy feature - fox, bloom, textures might do for a manifestation of Cthulhu, Nyarlahotep, Shug-Nigguruth for they are intruders into that elegant vector reality- but that would be limited like staying in that area does too much damage so the character has to flee with effects on the edge.
Again, "One Man's Opinion" but have bought the game on Steam and play it now and again.