I'm in Zurich and twice now the weather apps radars said it was raining heavily right where I am but no rain was making it to the ground. Instead it was unbelievably humid. I think the rain was falling but evaporating before it could reach the ground.

A few weeks ago we had 30 degC indoors at 70% humidity after a brief thunderstorm. That felt... stressful - at a wet bulb temperatures of only 25 degC, see https://upload.wikimedia.org/wikipedia/commons/f/fc/Diagramm.... Apparently dangerous/lethal wet bulb temperatures begin at 30/31 degC and now I can see why.

Also what you describe is called "Virga".