I live at the beach on the stormy northwest coast. I've always used some form of rainwear for my dogs (or to be honest mostly for me.) I had a lab who loved water from the ground up, but hated rain! Couldn't keep her out of the river or ocean, but wouldn't step out of the house without me dragging her if it was misting.
For my goldens, though, it is definitely helpful to cover them in the windy downpours. We walk several miles a day, rain or shine, and they get soaked. The funniest, and saddest, picture I have is of my first golden who I used to use a large garbage bag with a head hole punched in it and then tied it around her middle. She was kind of embarrassed, but put up with it. I could not find any commercial raincoats for a dog her size! It was twenty some years ago.