Yeah, that's good. They make lots of money entertaining people, so they should play under any circumstances, even when it's possible they could seriously injure themselves doing something mundane, like walking to the batter's box. I'm sure the people who have invested so much money into these players were also ecstatic that their players were out in this.
And as for the fans, if it was called earlier (pre-5th inning), it's likely they would have gotten refunds. Besides, you really think most fans were going to want to sit in a downpour like that?
Seriously, do you guys know anything about baseball?