Better sound on rainy days?

Before steamships it is said that whales could talk to each other 10,000 miles away or more. Engine noise ruined all that. So, sound in water make a difference.

Didn't hear what other signals may be coming to the OP's location other than FM . 

There probably are many opinions about this crazy idea. But, many years ago I experienced a similar observance. Back then my primary sources were vinyl, cassette, and FM radio. There are some theories about enhancement of transmission caused by weather conditions.

That depends on the source of the transmission.

Comments about sound in water and whales are irrelevant, unless you and your system are fully submerged.

Air pressure influences our ability to hear.

Depending on the amount of rain, the effect it has on the ambient temperature will help with overhead power supply cooling and improved transmission efficiency, which is a factor in providing a cleaner power input.

Also, if you have a local grounding system, the resistivity reduces if the rain is sufficient to get down to the grounding. This can be a significant factor in revealing systems.

Your aircon and fridge is not working so hard in cooler weather = your hi-fi system gets a cleaner power input.

Psychologically, a dull day could focus our minds on the music more than a sunny day, which may offer more external distractions. Depending on where you live, you may feel more comfortable in a lower ambient temperature. Then your mood could be improved.

With some paper coned drivers, humidity does alter the sound, particularly ones with paper that is not coated or heavily doped.  The tendency is to sound not as good with high humidity.

As posted, completely explicable over FM by atmospheric conditions.

Not explicable for other local media generated programme.  If you hear improvement then I suggest you install a shower in your listening room.

The rest of us can just enjoy the music.