I have a Canadian Mirage with fog lights. From my experience, it appears that the fog light switch is not actually a switch, but activates a relay that turns on the fog lights. The relay drops out when you shut off the car, so you have to turn it on each time you want the lights. You would have to check to see if you have the relay, or just the wiring.
View my fuel log 2014 Mirage SE 1.2 automatic: 46.4 mpg (US) ... 19.7 km/L ... 5.1 L/100 km ... 55.8 mpg (Imp)