We don't usually see such heavy fog in the summer. Early Spring, yes. Autumn, yes. Summer, not so much.
However, on Tuesday, the cool Lake Michigan water temperature (around 65 degrees Fahrenheit) reacted with the extremely warm air temperature (92 with a heat index closing in on 100) to create a wall of fog around the city's lakefront. It only went in a few blocks from the lake. The fog was thick enough that all the beaches were closed to swimming. People could go to the beach but couldn't go in the water because the fog was so dense that the life guards couldn't see that far.