When having an Exponential Height Fog actor far away from origin, after doing Set World Origin Location, Exponential Height Fog's appearance changes.
1. Open the attached project and start PIE
2. Press 1 to execute Set World Origin Location
3. Observe the sky color changes(F8 and look around to see the change clearer).
Expected result: Set World Origin Location does not change the fog look
(4. Press 2 to see toggling Hidden in Game for the fog actor restore the sky color)
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-39616 in the post.