At highway speeds in rainy conditions, I hear a loud (compared to the general noise level) whoosh from around the thin B pillar (coupé) on the driver's side. There's no such noise when it's dry, so my theory is that the water drops spoil the aerodynamics around there and cause the noise. Has anyone else had this issue? It's quite annoying as the car is fairly quiet otherwise...

 

Are you sure it isn't splashing water noise from the bottom of the door area?

 

Almost certain; I forgot to mention that it sometimes occurs without rain if there's for example ice on the roof that melts and drips down.

 

Sounds like maybe the rubber door seal is hardening and not sealing tight against the window and body. And if its cold enough that you have ice on the roof, then the seal may be even harder in the cold.
There was another thread discussing treatment products to keep the door seals pliable, so try a forum search to find that thread, and then try treating your door seals to see if that reduces your noise issue.