How WR without a WR Lens ?

True Oggy. What it does tell us that getting the cameras and lenses wet is OK, and this is reinforced by the videos Pentax have released.

Immersing them underwater is not OK, you need a waterproof model for that, such as the W90.

I haven't looked into the industry rating system for cameras, but there is one and cameras are given a rating dependent upon their degree of waterproofness.

The only camera I have seen with anything specific on the subject is my Sea & Sea diving camera which is water resistant to 40 metres.

Thinking about it, it would not be easy to quantify rain/weather in this context.

Thanks for posting the quote from the manual.

What I really concern about WR is whether warranty will cover the damage due to shooting in the heavy storm or not.

A warranty covers defects in manufacturing. If you use a non WR lens in the rain I doubt even an insurance company will pay out. If you use a WR lens in the rain and it fails you may have a good case for it being faulty and getting a replacement under warranty.