Delhi people are not in the habit of using umbrellas. They will happily walk and enjoy during rains. During my more than two  decades stay in Delhi, I also did not use umbrella.
Situation is changing. During the past few days, I am seeing many people using umbrellas during rains. It is probably because of the heavy rains instead of the light rains/drizzling.
Climate change will change the age old habit of the people.