Why do fog lights turn off when high beam lights are turned on?

Because high beams are actually counter productive when driving in heavy fog, they cast light at a much wider angle causing it to reflect off of the fog thereby making it harder to see. Fog lights however are designed to illuminate the ground directly in front of your vehicle making it easier to see the lines on the road. Next time you're driving through heavy fog try turning on your high beams, you will notice that the fog directly in front of you gets brighter and becomes harder to see through.

^ While that may be true, that would be relevant if high beams were turned off when fog lights were turned on, but it's the opposite. It's supposedly illegal to have your fog lights on when you have high beams on because the fog lights supposedly make you look down to the front of your car more than down the road, which would be necessary if/when you need to use your high beams.

You can read more here: http://www.danielsternlighting.com/tech/lights/fog_lamps/fog_lamps.html