There are a few superstitions that deal with rain and funerals, some people believe that they are true, though there is no scientific proof to any of these.
Some of these superstitions are similar to what you had heard:
If rain falls on a corpse, their soul will go to heaven.
If it rains shortly after a person is buried it means that the person has found eternal rest and happiness. A variation on this superstition says that thunder after a funeral shows the deceased has gone to Heaven.
There are some less comforting ones as well...
Some say that if rain falls on a funeral procession, then someone related to the person that died will pass away soon. Another one says that if rain falls on an open grave, then someone from the family of the deceased will pass away within the year. Some even say that if you see very large drops of rain coming down, this means that there has been a recent death.
Death is an uncomfortable subject for many folks. Perhaps it’s the severe emotional reaction people have to death — especially if it’s someone close — that makes the living act in bizarre ways.
Or, maybe it’s because death’s process is not well understood that causes normally rational individuals to believe in irrational concepts. Check out these thirteen strange superstitions about death shared by Huffingtonpost.com.