Edit: Okay, I found out how to remove it. I had to log to lobby screen then after messing with other settings, I turned fog off.

 

Before, you could do it in game. Now you have to log to lobby then change before it takes effect.

 

Thanks though

You can definitely turn it off. I was just there and no smoke effect. In fact, I'm not actually sure how to turn it on.

I used to play on two computers. One of them always had it on, the other always had it off, and there was nothing that I could do about it. None of the settings that I ever changed made a difference.