If you look at plenty of other games, rain and snow is actually on the map. I'll use Minecraft as an example. You can even walk under a rain cloud and thus into rain, meaning that it is not just put on the screen to give the illusion of actual weather. Also, when you hide under a block, the rain does not come through.
This is a small issue that I could live with, but it would be nice to finally have this mopped up in the next TES