Or more specifically cats. Actually, that is a fallacy, and many cats like water. Indeed, bobcats like water and fish in streams. Cats' fear of water is actually evolutionary, beacuse when kittens get wet (e.g. in the rain) they have to be dried off very quickly or they get hypothermia and die. This is because, I think, they have thick fur and absorb lots of water, but cannot support the loss of heat by evaporation because they are only very small. This fear carries through, in some cases, to adult lives as well.
As well as this, having today spent a lovely day out at Southport Pleasure Beach in typical British weather, I can also see why humans do not enjoy the rain: Firstly it ruins clothes and makes them soggy, sticky, and uncomfortable. This lasts for hours if you do not have a change of clothes handy. Secondly, it makes you cold, wet, and miserable, especially when you are with children.
Of course, this only applies in the cold. Most humans enjoy getting soaking wet when it is hot, as the evaporation then allows the body to cool down if perspiration is not working quickly enough.