Please explain something to me...

How come when a baseball game is rain-delayed early on, the team puts a new pitcher in when the game resumes? Is there a rule that says you have to do this? It doesn't make any sense.

I don't know about the rules but from a bio-mechanical or neuromuscular standpoint, it's probably better to change than to risk injury stressing the shoulder/rotator after an adrenaline, full out pitching stretch that goes into a complete cool down while inflamation is still in the muscles, tendons and joints.

Just my take.

wlayton is right. In the deadball, Cy Young era, they would have left the pitcher in. But when you warm up, throw full-strength and then cool down, it's considered terribly unhealthy in this day of sliders and curveballs and split-finger heat to go back out after a five-hour (!) rain delay.

Hence the pitcher always wearing a jacket when his team is at bat to keep his arm warm.