D.B.
As others said, Jewish services in very conservative and Orthodox circles, occur 3 times daily. There is a minimum of 10 men (called a minyan) for certain prayers to be said, both in daily prayers and on the Sabbath (Friday night, Saturday until sundown). Therefore it's not uncommon for travel to be in groups so that this is possible. They were praying in the rain because the prayers go on no matter what, and if there was no shelter available or only where they would block others' access to the restrooms, they chose personal discomfort over skipping prayers. It wasn't a prayer in the rain - it was a prayer despite the rain. You are less likely to see this on a street, because Orthodox Jews live within walking distance of a synagogue, so there are many small synagogues scattered around Jewish neighborhoods. But traveling is another problem. You will see similar groups in airports or even on airplanes (especially El Al, the Israeli airline).
In Reform, Reconstructionist, and Conservative Jewish congregations, women are counted in the minyan. In Orthodox congregations, women sit separately, either in a balcony or on the other side of a barrier, and their voices may not mingle with the men's voices. This is why there is horrible violence at the Western Wall in Jerusalem, as women try to claim their right to pray and are opposed by the ultra-Orthodox, often with violence.
If you have any other questions about anything you saw, feel free to message me.
As a Jew, I'm so glad you asked! We are a questioning people and we encourage debate and discussion within our own communities and from others.