The pilot requested and received a "Special VFR" clearance (not uncommon, especially for helicopters, but ATC cannot offer it. Must be requested by the pilot). The pilot never filed a flight plan, so he was intending to go Visual Flight Rules (VFR) weather permitting, even though he was Instrument Flight Rules (IFR) qualified. Visibility conditions at the airport were less than the 3 mile requirement for VFR ops, so he requested the Special VFR clearance (1 mile visibility required).
At this point, I think he got a tad disoriented in the fog and over taxed the aircraft trying to get above the fog.