INSPECTION PROCEDURE L-2: Fog light: Fog lights do not go out when the headlights (low-beam) are turned off while the fog lights are on.: Diagnosis
WARNING: This page is about a different car, the 2005 Dodge Stratus and 2005 Chrysler Sebring. However, it is still accessible from the selected car via links, so may be relevant.
Replace the front-ECU.
The fog lights should go out when the headlights (low-beam) are turned off while the fog lights are on.