I think this is because "although" introduces adverbial clause which is clause (sorry for tautology) and answers the question "why" in your very case.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.
AnonymousBut what's the grammar here? ... What grammar tells us that the "rain" is subordinate and the "walk" is main?There is no grammar that can help you with that. It is a question of meaning. You have to know what although means, and you have to know how the world works -- what things natually lead to other things.