We've all heard that. I believe it's credited to the late Tip O'Neill.
Out here on the Great Plains all weather is local. In the picture above I am standing under a dark and forbidding storm cloud while the country a mile to the south is enjoying a lovely dusk display of color and sunlight. I've stood out on the prairie and had a fast moving rain storm move past, just a few scant yards away, and been untouched by the rain. Only the smell of hot earth being rained on to bolster the evidence of my eyes. A neighbor will tell me that the night before, while I was enjoying piece and calm and a balmy night, he was being pounded half to death by 2" hailstones followed by rain enough to almost flood his place. Sometimes it makes you feel 'specially exempted,' and sometimes you feel like you're being picked on!