Thanks FBinNY,
I have to admit I rode once with some "damp spots" on the road, about an hour after a very light 5 minutes rain.
That being said, if this is enough "water" to rust bike component, I don't know how it will be possible for me to take the bike outside for a ride when it will not be a sunny day. Can I do something to prevent that in the future ?
Thanks for your answer again.