I've used Gore-tex or similar products for 30 years. Yes they are waterproof AND breathable- just not at the same time!
When it's raining they are not very breathable in the best of cases and once they get wet not breathable at all.
When it's dry and windy then they are breathable and completely windproof. Humid environents might give different results than my California experience.
That said, I can definitely see where a waterproof rain jacket plus a windproof windshirt may weigh less than a combination garment.