I've noticed it and I believe it happens, but I think that sometimes it is my heightened nervousness in wet weather that makes me extremely sensitive to any perceived close pass.
Also, I wonder whether the sensation of either having tyre spray in your face or being momentarily protected from the rain by a passing truck makes it all seem a little more intimate than it is.
Thirdly, I often ride further out into the road in the wet, as I am very aware of the hidden perils of puddles and I bear the scars.
So yes, I do think that people may drive closer to cyclists in poor weather... but I think we can gain an illusion of greater proximity through fear and our own road position.