Indeed the oppressive fog, symbolical metaphors for people entering the other world, and more serious atmosphere made me think briefly of Silent Hill

As a town Inaba has more charm and neat little details than your residence in P3.+Kids forced to deal with "real issues" other games are too squeamish to contend with.+ The oppressive fog and murder mystery motif makes P4 a lot more mature and intriguing than P3.+ Direct control of ALL characters

Are these cases somehow related with the mysterious fog?

If Persona 4 has taught me anything, it has taught me that human relationships are worth keeping, and the more we turn to a reclusive cut off lifestyle, the worse it can actually get, the fog will set in, and who knows, it may never leave