A Yes, you can use your patio heaters to resist the cold of the rain, but only if it is well protected from the water.
For example, if your patio has a working cover, you can place your heater inside and still hang out in the area while it’s pouring outside. With your heater around, you don’t have to worry too much about the cold.
On the other hand, if you lack the necessary physical protection against the rain, it’s best not to expose your patio heater. Water can cause some damage to the device, especially with electrical patio heaters.