I have a handful of Bobwhites which are native to where I live. They live outdoors, and it rains often but they seem to enjoy it. Don't worry, they have plenty of shelter to stay dry if they don't like the rain. The only time my quail prefer to not go out in the rain is when it's cold outside or it's pouring really hard. I'm not exactly an expert on coturnix quail, but I used to have a Texas A&M quail which I adopted from an animal rescue and he lived outside with my bobwhites too.