While rain pelts downtown Oakland, Klay Thompson finds shelter inside the Golden State Warriors’ practice facility. The storm disrupts the entire Bay Area, triggering school closings and flash-flood warnings. Thompson, however, enjoys the inclement weather. It reminds him of growing up in Oregon. “I used to hoop all the time in the rain,” he says. “It never bothered me to go outside to shoot in my backyard all day.”

A banner representing the Warriors’ last championship—from nearly 40 years ago...