An amazing image! Very reminiscent of Blade Runner.
The idea of the roofless building is not at all obvious, I wondered about rain inside + outside, read the posts carefully, and only then saw the missing glass.
The remaining glass should be dirty (that's what you did on the left?) so as to be more visible; just lightening tones behind it would do, I think.
The rain drops on the glass work quite well, instant recognition there.
Rain and sky: not a big issue in my opinion, the sky might darken a little, don't lose the subdued pastel feel in this background. I agree rain is mostly visible around light sources, you might have a little more though, kind of soft.
The main issue for me is the light on megaman. There is conflicting information:
- he looks brightly lit from a source to the right, almost horizontal;
- the shadow behind him is cast by a much higher source, that only lits him up to his legs, and doesn't touch at all the windowpane;
- the rain bouncing on him is lit from above behind.
- he's on a decrepit building top floor where one doesn't expect a lot of light.
Tough choice...
I'd suggest to make him (and mostly his face) darker, in some mysterious half-shadow, it will fit the atmosphere best, and he will be more visible against the soft bg. Keep raindrops if possible.
That orange thing just behind his head is a distraction, too.