Yes, for some reason you need to specify an entity value in some of the instructions before they will work.
Remember though that if you just stick it in a script:
SetFogNearest( GetFogNearest(e) + 1 )
Then it will get called every frame so you will effectively just max out the value before you have had a chance to see it working, better to create a function which increments the value until it reaches a specific value then stops:
local fogDistInc = 1
local function IncreaseFogDist( e, toValue )
local fogDist = GetFogNearest( e )
if fogDist < toValue then SetFogNearest( fogDist + fogDistInc ) end
end
Been there, done that, got all the T-Shirts!