It’s wet. It’s cold. Maybe your camera’s not weather proof and the lighting sucks. Rain photos are harder to do and harder to make stunning.
Why bother shooting in the rain? Mostly we don’t. No harm done, really.
But (yes, of course there is a but), rain photos are less common so when you get a good one, it’s more rewarding. Plus there is always that challenge. Challenges, when tackled, increase our skills.