There is no facility in RPR 2.0.94 to setup environment nodes and as such a volume cannot be used.
In Cycles using the sample file attached a very clean "God Ray" is created using the Environment Nodes.
However, in RPR, nothing is rendered.
This is obviously a feature request as I understand that the environment settings are very different in RPR.
However.... it would be great if there was a way to setup a misty environment using volume or otherwise with RPR in the future.
The result in EEVEE / Cycles is extremely clean and quick to render as well and very effective.
It may be possible to create a similar effect with a "volume cube" encompassing the objects, but unfortunately, this too does not work in RPR and I have a separate Community Post with sample file for that issue as well.