Because in Fallout 1 and 2, it's highly possible that rain couldn't fall because it would cause problems within the engine, in Fallout 3 however, it's because Bethesda is full of morons.Honest Hearts has rain. That kind of blows a hole in your logic. Anyways I think its because they are/were to lazy to program the games to have weather. Or because due to radiation in the air and whatnot, water doesn't evaporate as much, or something like that.
This is the Fallout universe. Nuclear bombs are unrealisticly powerful death machines that kill off most of the life on Earth and transform it into a desert wasteland.