So, consider a plane flying.
Letīs say that the ambient free air pressure is 1000 mbar and temperature 30 Celsius. As the air passes above wing, it expands and cools. Suppose that in dry air, the air pressure above wing is 900 mbar. Due to adiabatic cooling, the temperature should be about 21 Celsius now.
The next day, it is precisely the same 1000 mbar and 30 Celsius... but the air is moister. As the air is expanded above the wing, it cools... and saturates and fog forms. Due to the latent heat, the fog is warmer than 21 degrees - say 24 Celsius.
If 21 degree dry air and 24 degree fog had the same density then the 24 degree fog would have higher pressure. Like, 910 mbar rather than 900 mbar. The pressure difference compared to the 1000 mbar free air is 10 % smaller than in dry air... have you then lost 10 % of available lift to the fog?