On an older chain, there's plenty of extra steel in the plates, so I'd say don't sweat it. Modern, narrower chains such as for 9, 10, or 11s have thinner plates and less margin for error. Unless the rust is serious it's still not time to panic, but don't ignore it.

I commute daily, rain or shine, and like you wipe the chain occasionally to keep the surface from building up too much dirt. When I see the beginning of rust, usually at the edges of the plates, I put some oil on a rag and wipe it over the chain. I use very little for this, just enough to establish a film.

Overall, all season riders have to balance the need to keep the chain clean against leaving a protective film to prevent rust.