We're swimming in the rainRain or shine, the PIER 39 docks are never without sea lions. The number may vary as the creatures routinely swim away and later return. And in the rain, we've seen fewer sea lions hauling out (staying out of the water) on the docks as it rained. In fact, they appeared to enjoy swimming in the rain.
It's probably more relaxing to sunbathe on the docks rather than be rained on, and besides, sea lions must thermoregulate, by which we mean move around in certain ways to maintain their body temperature. They are warm blooded, just like humans.
Most of us are spurred to action when it rains, but unlike pinnipeds, swimming is not usually the first thing that comes to mind. That said, perhaps they take the rain as a cue to go look for food. In doing so, they will eat all they can and then come back to the docks and rest for up to 12 hours at a time (weather permitting!).