In "One Flew Over the Cuckoo's Nest" by Ken Kesey, the fog symbolizes a protective barrier for the patients in the mental institution. They prefer to remain in the fog, which represents safety and comfort, despite the challenges it presents. The quote reflects their understanding that, while the fog can be suffocating, it also provides a sense of security from the harsh realities outside.

McMurphy's desire to pull the patients out of the fog signifies his belief in confrontation and freedom. However, the patients' instinct to cling to the fog illustrates their fear of vulnerability and exposure. They are aware that stepping out from the fog would leave them defenseless, making them targets in a world that can be unforgiving. This tension between safety and freedom is a central theme in the narrative.