OP no more posting for you! You started one of the most terrible threads in IMDB history.
"what's this? A doorknob? Good show!" the easily impressed Dr. Bartley

Rain is often used in films to set the emotional tone of a scene. It brings to mind the great blues standard, "The Sky is Crying" by Elmore James.
"The sky is crying,
Can you see the tears roll down the street.
The sky is crying,
Can you see the tears roll down the street.
I've been looking for my baby
And I've been wondering where can she be."

Because it rains a lot in Chicago.

Do you ever notice in movies when it's raining you can still see the distant skyline or mountains?

Yeah, maybe.
As an aside, do you ever notice how only in movies will people sit, walk, or have long conversations, in the rain? In real life, almost everyone does their best to get out of the rain - even if you're already soaked.

It's symbolic. Rob views the world the same way Charlie Brown does. He thinks it's always (metaphorically) raining on him. So we see the literal rain falling on him in almost every outside scene.
Note that the same thing happens to Cusack's character (Lloyd Dobbler) in Say Anything. After Diane breaks up with him, there's a lot of rain in the real world to match the way he feels.