Power lines are specifically designed to carry electricity without heating up so they are not hot enough to turn raindrops into steam.
A single raindrop — or even a lot of raindrops falling closely together — does not provide a continuous path for electricity to travel through, so the electricity just keeps moving through the wires.
However, a continuous stream of water could provide a path for electricity. This is why you should never aim a high-powered water squirter or hose at a power line. Electricity could travel through the water and through you to the ground.