well.... technically speaking.... there is some debate whether yellow light is even advantageous in reduced visibility situations....
That being said, a yellow HID emits a much smaller spectrum of light color than an incandescent through a yellow filter, plus, for a fog.... producing a ton of light is counterproductive. One could just buy yellow coated bulbs too, but I think the point of the mod is to have the yellow colored lamps down there. Also, since the CRI of HID is so much smaller, you get less contrasting, which is one of the main benefits of yellow light IMO.
Here is a debate on HID planet concerning the whole yellow fog thing.... But I tend to disagree with some of the things the guy is saying against yellow fogs, because it seems to me he is focusing on the effects of yellow light under scotopic vision, and there is pretty much no way you would be operating purely under scotopic vision in any situation where you have enough light on to see the road. Plus, they also debate rayleigh scattering through fog and all that kinda stuff, but personally, it has always been my observation that there is less glare with yellow light, so I am inclined to believe that some of the information they are applying to this debate may not be addressing all the issues.