I disagree. This problem exists even when the fog is completely absent and also distorts the objects at the sides of the screen regardless of the fog's presence or absence. I guess you could use fog, rendered in a particular way, to make it less noticeable but it's still there. So the root cause is the perspective projection.

Now, I've googled a bit on my own, trying all kinds of search phraes, and apparently it is a known problem that the perspective projection, when wide (about 75 degrees and up) FOV is used, will distort objects at the side of the screen. One of the solutions appears to be a post-processing pass called "Panini Projection" which undoes that damage at the sides of the screen. From what I understand, it uses cylinder (but not a sphere) as the projection surface instead of a plane.