Is there any place on earth where it has NEVER rained?

That's the definition of a "desert": it has less than a certain mean amount of precipitation a year.

I can't remember the actual figure, but it counts snow as well as rain, and cold or hot deserts. The Antarctic is a desert: its blizzards are powder snow being blown about like hot deserts' sand-storms. If it starts having new snow frequently, that would be worrying.

The hot deserts do have rain now and then, in short, violent storms that sometimes create brief flash-floods.