The point I'm trying to make is that even if you don't want to get rid of the mist completely, there will be at least some areas of the shot where you want to recover as much detail, contrast and colour as possible. The mistier the shot is, the harder it will be to normalise the image (i.e. remove the mist) either in whole or in part. Mist is at its worst as a detail and colour stealer when it's thick (obviously), but not so obvious is the difference that brightness has on mist. When mist has a bright, hazy glow it makes it harder to reveal what's behind the mist, and the same thing applies to haze in general.

I've been trying to point out that when you're merging exposure bracketed shots of misty scenes, if you include the bright exposure it takes away at least as much as it contributes, because it adds to the bright haziness of the shot, so the merge is better without it. On the other hand, a merge consisting of a neutral and a dark exposure gives a better starting point than using just the neutral exposure on its own.

These points are all at their most relevant when the mist or haze wasn't a desired element to the shot, but even if it was, most times there will be areas within the shot which you will want to normalise - i.e. extract as much detail, contrast and colour as possible. For example, in the above shot I would want to make the bridge itself as detailed as possible, but I would be quite happy to leave some background mistiness in the distant glen and hills.

Making misty shots mistier isn't a problem. In fact there's several ways to go about it, and you don't need bracketing to do it.

I'm slowly coming to the conclusion that if there's any kind of bright haze in a scene, a merge of bracketed shots would be better without the bright exposure/s, unless it was really important to brighten and extract details from the shadows.

Last night I had an automatic update to PS CC.
This morning ALL my plug-ins are gone. Trying to contact Adobe to get this fixed is like trying to win the lottery.
I got into a "chat"session with one of the "helpers" and he sent a web link that would fix the problem. I clicked on the link and found the information useless. Also found the chat link had closed. Then I got an email from Adobe telling me they considered my case resolved. Well pig's a... it's resolved. I am discontinuing my CC conscription when it expires and going to Corel Paint Shop Pro.