Doesn't matter where it's set. The nigh perpetual rain (and everything being eternally damp) is an element that contributes to the oppressive feeling of the environment. It's a core trope of cyberpunk world design.Well, Night City is in Southern California, a region not known for perpetual amounts of rain.
Maybe a game set in London might feel more cyberpunk to ya.
In lore it's typically explained away as due to pollution.