It is depended on how heavy the wind and rain too.
At first I only use WR lenses in the rain or snow, but now I don't really care anymore. So now, I will use WR lens only when it rain like monsoon rain or typhoon Cat3 or weaker (heavier than that; the win will be too crazy and I don't dare going out).
There were a time I shooting in the rain but I didn't know I loosed the PC flash sync socket cover and a bad condensation developed on the sensor which give my photos a foggy looking when there were no fog but only rain. At first, I thought I accidentally turn on some kind of filter in the camera until I try to change lens in a building
Good thing, I found it before something worse happen to the camera.
The 2 images below came from the same night. We had a Typhoon comes close to Tokyo that night.
DA21: I usually wrap it with a microfiber lens cloth when it rain but no heavy wind. Have to keep changing the lens cloth when it get too wet.
DA*55: It can take heavy rain and wind all night