I'm no expert here, but I think these laser homing systems are somewhat less effective under some conditions.
Considering fog as humidity in the air (water droplets suspended in the air), the laser aiming the target would have some dificulty, as water absorbs nIR quite well. Also, the taret would be somewhat obscured to the "targeteer", so things would be a little more difficult for him.
Dusty environments are different, as dust does not have much of an effect on nIR. However, with enough dust things can be complicated a bit.
On the other hand, I'm pretty sure the military has studied these effects and can overcome them to some extent.