For one thing, there’s probably not too many places on Earth where such a thing can happen, for this type of thing you need the exact right mix of conditions with the right terrain.
That’s not all, the waterfall seems to be the terminus of a short, but very large cloud river, interesting stuff.
Iceland has a lot of weather not seen anywhere else, or nowhere near as often. Sometimes snow falls there in little round pellets, about the size of a pea, rather than flakes. Stuff doesn’t form snow drifts, just rolls around when the wind blows it. And white outs, when the snow is blowing around so much you literally cannot see your hand in front of your face.
Sometimes Icelanders claim it only snows once a year in Iceland… the rest of the ‘snowfalls’ are just the original snow being blown back and forth in the wind.
They may have figured that fog is technically caused by a cloud being on the ground (if you’re able to get into a spot in the mountains where you can drive into one, it will look the same once you’re inside).
