Its legal to have and use them. Its not required for american cars to have them. That doesnt mean its illegal to have them.
While not always the case, car manufacturers usually won't put things on a vehicle that aren't legal to have in the state they're selling the vehicle in, and the inverse of that is true as well, states that require items like (for example) catalytic converters on vehicles definitely have them on a car is sold in that state.
But on most cars the rear fog light is one (sometimes two) 21 watts incandescent bulb behind red plastic. Same as a single brake light. That's not going to bother someone with blinding LED headlights.