Another non-expert's opinion and/or guess, but the clue may be that you saw this in the morning. The urban areas overnight may have cooled off faster than the park dropping the air temperature below the dew point so fog formed there (this is called radiation fog). The park area, on the other hand, may have retained enough heat overnight to keep its air above the dew point and so no fog formed.
I think for the above to happen there would have had to have been no wind at all that morning to prevent any mixing between the two air masses. Do you know if that was the case?