Do "external" windows need to be closed during rain?

My apartment has, for a lack of better term, double vertical sliding windows with a screen between them. I generally keep the outside window open (with the screen down to keep bugs out and cats in) but I close the inside one when it rains. My neighbor confronted me saying I need to also close the outside window when it rains otherwise it puts the whole complex at risk, but I have never had an issue with that in my life up until today.

It's kind of a pain in the ass with the screen but if it really is necessary, I'll do it. I just can't find any conclusive answer online. So, do all windows need to be completely closed during rain, or should they be fine?