Have you ever noticed how a truly dense fog gives a sense of timelessness? All sounds are muffled. Objects seem to resolve before your eyes. And you get the impression that it would not be surprising at all if King Henry and Abe Lincoln and Rudyard Kipling all appeared as you walk through the soupy mist. In addition, the edge of anything (here it would be Lake Erie) becomes the edge of the world.
It's no wonder it is imbued with so many magical qualities in literature.