However, Mythbusters didn't do a very good job in testing this.

They only used one controlled environment, and they performed running and walking twice each.

Also, they weighed lab coats after the experiments. Whose to say that the lab coats were all the same weight before the experiments?

How do we know the rain was coming down uniformilly onto them?

There are lots of variables mythbusters didn't address in the video that could have led to incorrect results.