Funny how we don’t see the same “wet” effect on Pinkie Pie (except her hair), Rarity, and Fluttershy, who all must have been in the rain as well (because of Pinkie’s hair, presumably Rarity’s hair got that way from trying to dry it, and Fluttershy couldn’t possibly have made the trip in those few seconds it wasn’t raining for due to the state she was in and chasing the bird). Then again, maybe it’s cause they were out of the rain for about a minute or so and weren’t dripping anymore, where Sunny and Twily just got out of the rain.

Just use your imagination.