That's what the rubber sealing gasket around your headlight ring is supposed to prevent.
That, and the various pass through grommets for the wiring.
Though its never been an issue, and I do drive in the rain, it is a valid concern...
The fan does sit up off the floor of the bucket on the back of the bulb of course so unless you go into a huge deep puddle there could never be a reason for it to get wet.
A little bit of RTV where the wiring comes through the bucket grommets, and the hole for the horn/oil cooler mounting brackets would certainly make it water tight.
The main connection from the ballast to the fan/bulb is an o-ring weather right seal as well.
Shorter answer... Not likely to be a problem.