Rain water is not pure H2O. It already contains dust particles. (the water molecules collect on the dust to form the initial raindroplets Then more water collects on the droplets)

The water will contain dissloved gasses... all kinds of stuff in there!

Also, all water contains HO and another ionized molecule (I can't remember which one... HOH?) Its just in the chemical nature of water to have these floating around. These molucules ARE conductive. Pure H2O would be non-conductive (darn near inert) but you won't ever find it.