The reason most manufacturers do this is vehicles with separate high and low beams will both stay on when the high is engaged. Well legally, you can only have 4 lights on the front of your vehicle. Thus having the fogs on as well would be 6 lights and illegal.
I did this mod on my last truck because I had a retro set of headlights and only needed lots of light when there was nobody else around to care how many I had on at one time.
It just takes a relay. One wire taps into the positive on the drivers side fogs, one wire taps into the drivers side high beam wire. Power and ground your relay and that's all there is too it.