So I was looking around, and found a link for this. Someone has created a mod, that fixes the issue of rain/snow going through outdoor objects. Kind of leaves me wondering why BS has never fixed it in Skyrim or past TES games.
http://skyrim.nexusmods.com/mods/18651
@Mods: I know this about a mod, but it's really just a general discussion about why BS never has fixed this. It's really not about the mod, so please don't move it to the mods section.