There are blatant big fat gaps in the floor that are more obvious in that vid.
It must just be coincidence that I've never seen it NOT fall down one of those gaps when I've played on it.
Since fog is mostly used in death pits, the shader does probably have a nodrop flag on it, causing items to disappear (as they would in a death pit). I'd rather not call this a bug but an overlooked shader flag... happens! :)