Do your chickens have enough sense to come in out of the rain? Probably not. Actually, that your flock would "come in out of the rain" is not necessarily sensible behavior... not for chickens. A rainy day can be a good day for a chicken to forage more widely than normal. On overcast days, the extra cloud cover can provide a little additional camouflage from flying predators. To chickens, rain and fog are opportunities!
On foggy mornings or rainy days, my flock scatters across the top of the ridge... but when it's bright and clear, they stay closer to each other as well as to physical cover like trees or shrubs. What I find interesting is that this is instinct; obviously, it's not the sort of thing that an individual chicken reasons out by way of math. They're smart... but not that smart. They don't judge how much visibility has been reduced by weather conditions, and then add that distance to their safe foraging range calculations. They just know.
In addition, there's not always a need to come in out of the rain to stay dry because the rain isn't something that necessarily gets them wet, either. The rain will eventually get through, but your chickens' water repellent feathers do give them a bit of a grace period.
Their plumage protects them for a time from actually getting wet to the skin in the rain, like an oilcloth slicker, but for chickens. The tighter feathered the bird, the more rain will simply bead off. They have nothing on ducks... but my Rhode Island Reds and Ameraucanas bear a lot of water before their feathers start to get wet. Faverolles, with their fluffy, loose feathering, tend to get wet much earlier.
What breeds do well in the rain in your neck of the woods?