Chickens do this. I wouldn't worry as long as they have access to a dry place if they want it. Mine sometimes get pretty soaked looking before they go in, if they do. There is an oil coating on their feathers that makes the water run off, to a point.
I don't have to worry about the rain. It won't rain here for at least 7 months.
If it's really pouring down, mine seek shelter under the coop, or under the ramp, or under a plastic picnic tablecloth that I've got spread out over last year's Christmas tree in their run. But plain old rain they don't seem to mind too much.
If rain and chickens didn't go together, then I couldn't have any chickens. We have been having record setting rain storms where I live. I have a partially covered run, and my girls do like it, but they can manage without cover too. the chicken breeds with feathered feet, and Silkies seem to look better if they have a covered area. But a lot of chickens son't seem to notice rain.