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.
One of these superstitions is similar to what you had heard: If rain falls on a corpse, their soul will go 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.
Some 50% of Americans admit to being superstitious, so there are many millions of people that believe some of these things may be true.