It's still winter there. The Mojave desert in California also has a rainy season in winter. Perhaps that's why.
Printable View
The rain amount is unrealistic but they can't set it on a timer more accurate to Earth conditions. Isn't rain a condition required to catch certain fish? Imagine how furious the fishers would be if they had to wait until summer or the tail end of winter to catch those fish.
Parts of Thanalan are near the sea which is conducive for foggy conditions and it is entirely possible for a desert to have fog but not fog that persists into the afternoon.
Desert rain tends to come in very short, intense downpours, which is why the water remains on the surface - it doesn't have a chance to saturate the soil, so the soil remains packed and dry. Some areas in Thanalan are more reminiscent of savannah than desert, so it would make sense for a "rainy season" - though I doubt the intensity of the rain in game will vary over the course of a year.
It is funny that 9 times out of 10, if I'm in or around Camp Drybone, it is anything but... dry.
What I find more annoying, however, are the heat waves. They make me nauseous. :/
A guy in my old FC was pretty big into fishing, and the one time he wanted to catch a fish in Eastern Thanalan that only appeared during rainy weather, it didn't rain for about 12 hours straight. When it finally did, it lasted 20 minutes and he wasn't able to catch it. Never rained the rest of the day. I felt so bad for him xD
So yeah, it wouldn't matter if actual seasons were implemented or not--the game always has a way of trolling you.