You might check with your DOT to see if they are legal. When I bought new 1984 20th. Anniversary Mustang they came with fog lights. They also came with covers back then they were not legal in at least California and had to run covers there.
David, not familiar with California lighting laws but they sound similar to the Virginia DOT laws. Their laws state that no more than four lamps may be lighted at any time to provide general illumination ahead of the vehicle. The early Fox Mustangs equipped with fog lamps were staying lit when the high beams were illuminated. Since a lot of the 1979-1986 "Four Eyed" Fox Mustangs had fog lamps standard on several different models, this was a problem in Virginia. So any 79-84 fog lamp equipped Mustang built and heading to Virginia had a different wire harness so the fog lamps would not illuminate when the high beams were on. In 85 Ford changed all models to comply with the Virginia law and to eliminate the need for so many different wire harnesses. My 85 GT will turn the fog lamps off when the high beams are turned on.
I believe if the covers are on the fog lamps they will not check for function and alignment. If covers are off they will check to make sure they do not stay on with the high beams and for alignment.
I kept the covers on mine because of the insane replacement cost of the fog lamps. The 79-86 Mustangs used Marchal fog lamps (=$$$$$). At the time Ford discontinued the lamps the lens had gone to $226.45 and the whole lamp was 314.40!
Back in the day, I ran fog lights underneath the bumper of my Grande. It worked out fine until I met a high curb parking, but back then it was my daily, so I would probably be much more careful now.