That could be a lot of things, but maybe it’s the Scale of your Fog (the Cube). If you have Scaled it in Edit Mode, or at some point Applied the Scale, then that Object (and you are using Object Coordinates!) is huge (in meters), but the Gradient has a radius of only 1 meter, so in the scene it is so tiny that you can’t see it.
If you Scaled in Object Mode, then, as far as the Object Coordinates are concerned, that Cube is still 2 x 2 x 2 meters, so the Gradient ‘fills’ (meaning it is not zero in) most of the Cube.