that is so stupid.
i drive with my fog lights on almost all the time, as driving lights. and i searched through that DMV web site and found nothing commenting on the use of fog lights. as long as they aren't red or blue and flashing, you should be fine.
i'd get that cop's badge number and complain that he was singling you out for now reason (helps especially if you can claim that you are a minority). if he wants to bust your chops, you bust his right back.