Rain is not a big threat on the Las Cruces campus of New Mexico State University, but I often see young women walking around with an umbrella overhead, even on bright sunny days. Of course these might be parasols, designed to protect them from the Sun - not a bad idea in Sun drenched New Mexico.
A more plausible reason is the ubiquitous signs around the campus warning of attacks by hawks. It seems that the campus is a popular nesting ground and that hawks are likely to attack when anyone gets too close to the nest. Pretty sure the babies have left the nest by late August, but there are still a lot of umbrellas.