I have recently moved into a skyscraper, and I am surprised by my windows staying dry even during rain that is heavy on ground level. There are only a few drops that find their way onto my windows.
I live in a condo and many times my balcony will remain dry during a rain (not often enough though).
Skyscrapers are no exception to this.
It's always wind that affects rain direction.
Without wind, the rain would fall vertically down and never touch the windows.