Walking tonight, I realized that my Fenix P2D was OK, and my Surefire E1L was better... but still lots of glow coming back at me.
I believe the E1L uses an optic isntead of a reflector. If so, that is the reason why it performed better than your P2D -- optics generally have much less spill. With the P2D, a big fraction of the light is spill -- this spill light does not reach your intended target, yet still creates a lot of backscatter. This makes the contrast ratio between light hitting the target, and light reflecting off the fog, much worse.
Incans generally do better for three reasons, in order of increasing significance:
1) Longer wavelength light is less prone to scattering.
I find this effect is minor. Also, outdoors there aren't a lot of things that refelct blue light. Dirt and trees etc, reflect red and green.
2) Very few things in nature reflect blue light.
This means if you were to light tree with an equal number of incan lumens, or LED lumens, the tree lit with the incan will reflect more back. However, the light reflected back by fog will be roughly the same in both cases, meaning the LED will have a worse contrast ratio between how bright the target appears, and how bright the fog is
3) Incans filament emit light in a 360 degree angle, LEDs emit light their light "forward" in a 150 degree angle.
This means the same reflector might capture 80% of the light from an incan, but only 30% from an LED. The non captured light exits as spill, and spill is BAD in fog.
That said, I don't believe LEDs are inherently bad for fog. A purpose-built LED fog light using a Cree Q2 warm white LED (not a cool white LED) along with a narrow angle lens or optic (not a reflector) could do remarkably well -- better than a comparably sized incan.