Well, OK, yeah....that is a true statement! We're stuck because even the expensive umbrellas are no match for the winds we get, so everyone figures "might as well ruin a cheap umbrella instead of a good one".
Without an umbrella, you'll be soaked to the bone in minutes. It's not the light sprinkle I've experienced in many other places.
Basically, it's true what they say about Chicago: if you don't like the weather, wait 5 minutes. We have all the extremes, including tornadoes and polar vortexes.