Not really a concern, other than the damage it does to the speaker itself.
The voltage is relatively low, which makes it unlikely that the electricity could find a short path. Just having the connections get wet isn't particularly a big deal. Though I suppose the water could damage the driver or crossover.
Any decent receiver or amp should have short protection.
Shorts are about a million times more likely from someone accidentally touching the wires together, or having a stray strand of wire shorting out the speaker connections.
If your roof is leaking, you have bigger things to worry about.