It depends on how you collect it, to some extent.
In the heart of Tanzania we collected rainwater from the roof, collecting it in a tank under the verandah.
There were traps to hold back larger particles washed off the roof.
Before using water for drinking, it was boiled and then filtered.
If you're just standing in the rain, collecting it in a basin, drink away. We've all refreshed ourselves by drinking from mountain streams, and they're not treated. (Apart, perhaps from the odd deceased sheep :) )