The occasional use of an umbrella for a short walk—say, between a parked car and a nearby business—is somewhat common. Not as common as on the east coast or in the Orient, but not unusual. When going into a grocery store, it does present a bit of a problem: what to do with the umbrella inside; maybe for that reason, most people just tough it out without an umbrella at supermarkets.
For a gorge or mountain hike, or even a long walk in the country, an umbrella is fairly ridiculous. Not only will wind defeat an umbrella's rain protection on most of the body, chill the hand which holds it, but wind will destroy the umbrella in only a few uses. Those who frequent the outdoors use breathable/waterproof fabric (Goretex) parkas with a generous hood.
decades of outdoor experience in Oregon, ski instructor, scuba divemaster, frequent bicycle commuter, backpacker, and hiker. I have owned two umbrellas while at Oregon State: both lasted less than a month just walking around campus.