Fog containers are not supported (footnote n13) on GPU, I’m afraid.
Instead, set the VRayEnvironmentFog in the Environment Volume settings (Render Setup> Overrides > Volumetrics); create a regular object with an opaque VRayMtl and drag it onto the VRayEnvironmentFog’s set.
FYI: I’ve added your post in the improvement request (internal bug-tracker id: VMAYA-8352) for their support.