1. Why, Hyundai in their infinite wisdom, chose to only allow the Fog Lights to be on with the Headlight, is beyond me.
2. Why Yellow? Because Yellow Light is the opposite of Blue Light. Another way to put it is that Yellow Light is White Light minus the Blue Light. When driving in foggy light, at night (or even in the daytime), The Yellow light cuts through the white haze, filtering out the blue portion of the foggy white light. Another example is the "Blue Blocker Sunglasses" which are a Yellow Orange. These Blue Blockers allow you to see much clearer in the daytime. Also, do you remember the Yellow night driving glasses? They allow you to see much better at night, filtering out the blue. Those yellow glasses do the same thing that yellow fog lights do.
From before WW2 until 2001, cars in France had Yellow Headlights. When I was stationed in Germany, we could always tell a French Registered car by the Yellow Headlights. When I started vacationing in France, starting in 1989, we could always tell a car that was NOT registered in France by the White Headlights. I never had problems driving with yellow headlights. Now, since 2001 or 2002, With France joining the EU, they had to be like the rest of the EU, so they had to be like the rest of the EU, white headlights.