Almost everything from a grocery store starts in, or ends up, in a water resistant package. There are a handful of exceptions like eggs in cardboard casing, but you can just wrap them in a baggy to solve that. For that matter, unless it's like an insanely torrential downpour, very little, if any, water is going to get through a closed bag.

If your observation is accurate, the more likely reason is that people just don't like going out when it's raining. Getting your shoes/pants wet sucks, getting your car (or truck) seats wet sucks, rain traffic sucks, there's more crashes - which suck, and by contrast you could just be sitting at home enjoying the relaxing sounds of rain, which doesn't suck.