Your body has a certain saturation point in the rain. You can start out walking in the rain unprotected and get this false sense of “it’s not so bad”. The drops seem to roll off your body, clothes, hair, what have you. And then if you are exposed long enough you start to notice that the drops are starting to soak you and that sense of security quickly vanishes.
As an added bonus, go sit in an air-conditioned room after you have passed your saturation point. The cold is like no other cold you have felt before.