While changing from Forward to Deferred rendering modes on camera you can see in the Camera preview that the fog is gone on Deferred mode, but in the Game window, the fog is there.

To reproduce:
1.Open attached project
2.Select Main Camera from the hierarchy
3.Make sure Forward rendering mode is selected
4.Observe in the Camera Preview that the fog can be seen
5.Change rendering mode from Forward to Deferred

Expected result: fog can be seen in Camera preview
Actual result: fog is not shown in Camera preview

Reproduced on: 5.5.2f1 5.6.0f3 2017.1.0b1

Notes: Could not check for regression in 5.4.x, Unity crashes.

Screen recording attached.