I think the reason there is that weather myth is because the weather at least in CA for the most part is always decent. So therefore statistically speaking when quakes have hit in the past it has been a nice day! Perhaps on larger scale, the whole ring of fire (being coastal) may enjoy nice weather most of time as well?

I do remember being in the bay area when one quake (think it was May or June 96) and there was this random cold front/rain that passed through then there was like a 4.5 near Alum Rock on Calaveras. Two weeks ago in Santa Monica there were a pair of 3.0 quakes that everyone seemed to feel and that day was as gloomy and ugly as you can get!