The fog lights are lower and more susceptible to getting struck by rocks or other road debris... which, when they're on and hot, can snap the bulb filament via vibration.
Or at least that's how it's been explained to me - I'm no engineer. Fortunately they're easy to get to and not that expensive to replace

I've been through my share over the years, I keep an extra one on hand. That and rear plate bulbs which rust out due to leak-through

my 2c,
-Peter