Because we evolved as animals being preyed upon by large predators, big cats, packs of dogs etc.
When our preyed-upon ancestors heard the sounds of a rainstorm they knew that they could sleep because the predators don't usually hunt during a rainstorm, and that the predators could not smell them during a rainstorm.
Evolutionarily, selection wise speaking, those who slept during a rainstorm got rested and were better rested afterward, and so were more likely to pass on their genes.
The rainstorm is the friend of the prey animal.