Theatrical fog juice is composed of glycerine and water. Not harmful in the short or long term, though extremely long-term exposure may cause irritation of mucous membranes. Extended (multi-year) exposure to smoke and fog has been associated with both short-term and long-term respiratory health problems.
Personally, I don't think a thief who has been exposed for 30-60 minutes would have any case, but that wouldn't prevent a lawyer from pursuing a case.
I have personally seen an individual with a "bad back" which precluded his working for a while while getting sick pay, caught playing tennis, and the legal eagle from corporate made a settlement anyway. Why? As it was explained to me, the cost of doing business. Write a check for less than a contest might require, and pay off to "go away."