'Cos they are d!ckheads and think it looks cool (as Zac said). Actually, I don't think it is illegal for front fogs. It really annoys me that on my car, van and truck, I can't put the rear fogs on (when needed) without having the front fogs on as well!
It is illegal for either to be used unless visibility is poor. In the days when I worked one of our engineers was stopped by the police and threatened with a £40 on-the-spot fine; he escaped it by saying it was not his usual car and the previous driver had left them on. Incidentally, on our Volvo and on our previous one, all foglights go off when the ignition or lights are turned off and don't come back on unless you switch them on again - prevents foglights being on for days after the fog has cleared.
Yes it may be cool but db is quite correct, it is also illegal. Highway Code paragraph 236:
You MUST NOT use front or rear fog lights unless visibility is seriously reduced as they dazzle other road users and can obscure your brake lights. You MUST switch them off when visibility improves.