It is Thai custom though so rather than complain, I usually just stay inside for a few days until it blows over.
My wife says I need to experience one in Issan where it is more sane and more of a blessing each other with a pouring of water, rather than the insane water fight that usually happens in most cities.
I am usually wet enough with my own sweat here and don't need anyone soaking me, my wallet, my cell phone and whatever else I'm carrying.
Pushed by my wife, we usually make a drive through town with the car sealed against the onslaught to see the party but I'm not much in favor of it... even the fact that I have to put up with that wet powder being thrown all over the automobile that I paid dearly for (25% more that in the U.S.) and have to get it cleaned up quickly in fear of damage to the paint, makes me jumpy!
