there is a danger of pulling rain water too aside of cool air from the window/s since the fans are giving them extra push.
It's a risk, up to you to assess how small or large. GFCI the circuit that serves the room, maybe.
DO PUT A GFCI (either a replace-the-outlet type or replace the breaker in the panel doesn't matter which) on any circuit that serves a fan in a window.
Interesting point, why exactly do you say that, I can think of multiple reasons that could have validity now. I'd think you do want to be alerted to the rain somehow, if it's more than just some spitting you might want to close the window to avoid damaging the room interior or equipment, but if there's no ups on the equipment in the room it's just a kaboom, power cutout. I wonder if there's a moisture sensor that would work if it rains in, I think those are pretty commonly available for early detection of plumbing floods now. But then that leads to what if you're not home and can't get there quick enough? I'm starting to think a rain cap like on a chimney, but I can't see that working for a window. Maybe the window is just too easy an intake solution.