This is normal and no cause for alarm. The light should not be affected in function and is much brighter when actually activated by high beams. This is caused by the grounding function of the fog light assembly being tied to the high beam system.
On my 2004-08 the high beam indicator light dimly shows with my MKII fog lights.
Fog light troubleshooting for the high beam indicator.

Written by Support
Updated over a week ago
Updated over a week ago