I guess all but one of my pigeons don't know that sitting out in a torrential downpour is not good.
On the contrary, pigeons LOVE the rain. Admittedly, I didn't think they prefer downpours like that, but who knows. Do you offer them baths? If you did often, perhaps they'd be less inclined to take matters into their own hands... but who knows, pigeons do weird things. I wouldn't be so concerned.
They do go in in the evening to sleep, but also when I'm training them they usually just fly home and land on the telephone poles or the roof, and not back in. I'm attempting to train them to a whistle, but they're afraid of me so it's not working very well
I'm new to training homers, and I have similar problems. I don't plan on racing, so I don't care much, so long as they come back some time (some times it's days for my bunch of little rascals).
You may need to take a few steps back in the training process. They need to be kept hungry AT ALL TIMES during the initial training process of training to respond to the whistle and/or other calls. Deep hunger at each meal makes the association of food with the call stronger (positive reinforcement, conditioning).
But I've done this myself, and my birds still loiter. Typically if I really stretch out holding off their meals, maybe 36 hours, I'll let them out and they'll trap back in within 30-60 minutes, but I never get them to immediately respond to the call like the racers want.
One thing you may experiment with is to remove the food if they don't respond to the whistle (i.e., let them out, then blow the whistle and put the food in... and if they don't trap back in within a desired time, remove the food). This way they learn that if they don't trap when you call them, they miss a meal.