Glad you got your problem, I had this exact problem a few months ago, Previous Owner pulled the fuse to mask the bad switch I had in my steering wheel. $100 later and I have working fog lights, If only I could point them in the right damn direction, haha
Just because you can doesn't mean you should.
I asked at my local Dodge dealer a couple of weeks back when I was buying a resistor and he quoted me $80 "something". Didn't really hear (or remember) the exact number so could be closer to $90 all said and done. Haven't bought one yet so hope he had it right.
I'm having the same problem. I called my service manager and he told me to pull the fuse until I could get my baby, um Jeep, into their shop. He and I both agreed since we are in Phoenix and summer is starting, I really don't need my fog lights. :-) Glad to see I'm not the only one experiencing this issue, but it certainly did drain my battery!!
I just fixed this issue today on mine. I took the two Phillips head screws out of the bottom of the steering column. Removed the casing. Removed the two t20 screw from right behind the steering wheel on top of the column. Removed the two electrical harnesses from the back of the multifunction switch. Removed two t10 screws from the back of the cluster. Removed the relay. Pried up the top plastic carefully. Removed the plastic. Carefully removed the plastic pieces, remembering where they go. Remove one more t10 screw. Now you find the lever that lifts the metal from connecting the circuit. Remove this piece and lengthen it by about the thickness of 2-3 sheets of paper. You can do this by using JB Quik Weld, or do what I did and get a small rivet that fits over the plastic pin, hammer out the pin, and cut it down so it is slightly taller than the pin. Then put everything back together and see if it works. If they lights still stay on, it's not long enough. If the lights won't turn on, then you need to shorten it. It's all a matter of trial and error.
I have the same issue going on in my 05 LJ. I'd like to remedy the problem without having to replace the entire column. I noticed the fog lights will turn off when enough pressure is applied to the switch. I don't wish to break the entire thing but is there a way to remove just the fog light pull switch? I guess you could say I'm cheap but as fellow jeep owners would say; Just Empty Every Pocket.