Radon Daughters stick to dust at ground level and that dust is carried into the higher atmosphere by rising air currents, they can rain out when there's heavy rain, thunderstorms particularly, a phenomena called Radon Washout.

It was discovered by accident in the 1960s. A nuclear worker walked though puddles in a car park on the way to work, and he set off the alarms as he arrived, since that's backwards they were intrigued, and they discovered that atmospheric dust is coated with radon daughters which can get concentrated in electrically charged thunderstorms, and rain out as Radon Washout.

Radon Washout can sometimes be intensely radioactive, and there's a paper that estimated that a few percent of skin cancers might be linked to Radon Washout, beta radiation from Lead-214 and Bismuth-214 decay is able to penetrate the outer layers of the skin and deposit a radiation dose to living skin cells, a risk increased for people who work outdoors. This might be speculative, nevertheless, it illustrates just how radioactive rain can be sometimes be when weather conditions are just right.

I measured it myself a few times. Got readings up to 2 microsieverts per hour, nothing spectacular.

Styro, B.I. and Stelingis, K.I., 1978. On the value of flow of long-lived radon-222 decay products into atmosphere with the dust of natural and anthropogenic origin. In Chemical and radioactive pollution of the atmosphere and hydrosphere. V. 4.

Edit: Also, >90% of indoor radon daughters are bound to dust, very little is unbound, free floating.