Consider that the train is *rolling*, not sliding, most of the time anyway. So the problem of friction between wheel and rail should be a static friction problem anyway. In theory, rain on the track should make very little difference to most steel coasters.
With wood coasters, particularly twisters like Mean Streak, the situation is a little different because the trains do not track the curves...they slide through them. For that reason, there IS a sliding friction element to a wood coaster, and when the track is wet, that friction is reduced, making it easier for the train to go around the curve, causing the train to lose less energy in tracking the curve, making the coaster go faster when wet.
Of course, if the track is normally lubricated anyway, it shouldn't make that much difference.....
--Dave Althoff, Jr.