Some of these are taken on set, therefore the wardrobe people (as seen in the tag on the umbrella in the first shot) are responsible for keeping them looking dry. It could be 'raining' in some of these shots too, normal drizzle (I'm in Vancouver, BC) doesn't show up on camera, but it does show on the clothes they are wearing. If that's the case, the actors aren't allowed to go anywhere without an umbrella because the make-up, hair, and wardrobe departments don't want them getting messed up before the shot. Not trying to defend people who are too lazy to carry their own umbrella, just saying that it's not always up to them.

Oh cum all ye faithful….