Not sure if this is genuinely a bug, but I want to mention it anyway. It seems that the settings that govern environmental fog are not recorded in a film - or, if it is, then it's not working properly.
I recorded this screenshot in game offline while recording film.
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This is the same moment from a similar view angle only displayed in the film viewer. As you can see, the fog is significantly more dense/close.
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Is this supposed to be the case? If so, why?