Fog Pipeline

Exploration Stage: Traveling Circus
From: Mr. Black
Description: I noticed in looking at a photo taken surreptitiously during the performance that one of the assistants kept an eye on an old gas lamp in the audience. Maybe that has something to do with the trickery of this performance. I'll check it out.
Completed: You see, the bulb of this lamp is connected to a pipe! I checked it out and found that the pipe leads to a foggy back street. So, when you open this valve, the auditorium is covered in fog. Why on earth would they do that? It doesn't sound like it's just to create an atmosphere. Was the audience informed of this in advance in the first place?