Sound doesn't travel as far through warm humid air, so the world feels a little more muted and calm. (Contrast this with the dry, dense air of a frigid winter day, when the sound of cars carries for miles as a dull growl.) The light is almost entirely diffuse thanks to clouds, rather than the sharp glare of a sunny day; your skin isn't dried out and burned in the same way either. Public spaces aren't as crowded. Indoor rooms are often lighted more gently as well without sharp sunbeams drawing lines. Add the sound of rain itself and the faint smell of petrichor, and the improvement in the air quality as the rain washes particulate and pollen into the gutters, and you get a perfect day to curl up with a book, a cup of tea, and a cat on your lap.

White noise drowns out bad noise. You can get the same effect with a fan at the right setting.