...so why didn't we get rain in New Vegas?

Simple. The War caused havoc with the world's weather systems. It don't rain no more, as far as we know.

how logical

Fallout plays off of what someone from the 50s would imagine nuclear war to be like. Dont expect it to always make sense and you'll be fine..

There was a time when scientists thought an atomic explosion would ignite the entire worlds atmosphere, just be happy they went with no rain.

Oblivion had wonderful weather system. Snow areas were there too as far as I can remember. What gives? :shrug:

Make it rain and make it glow, just like in Adytum!

I'd hardly consider rain falling through buildings to be wonderful.

I'm of course assuming outside your window there is also destruction, super mutants, fire breathing ants, and mutant butterflies slaughtering everything?

you'd be surprised