As said, if the founders were merely fog, rocks, fire (as opposed to being complex beings masquerading as fog, rocks, etc), the founders would not be able to think, act, etc.
Give the nanoprobes enough time to adapt by trial and error and they'll find where this complexity hides. And then, it's bye-bye founders.
I'm sure they can think. When Laas was fog and was asked to stop, he did. Plus Odo turns into the objects in his quarters all the time and still remembers to turn back before his shifts. In the first few episodes he listened in on conversations as cups of liquids and broke out of a locker as a bag that was filled and zipped up.