How to insulate from the noise generated by rain falling on a roof window?
If this is like most skylights (roof windows) there is a space below the window where you could stuff something to deaden the sound - acoustical insulation.
If you cut a piece of styrofoam insulation just slightly wider than the opening, you can press it in and it will stay on its own.  You can cover the exposed side with something so it looks OK.
You could cut a piece of plastic bubble wrap the size of the glass pane and attach it to the outside of the glass with silicone sealant.  This would not be too hard to remove, and would let most of the light through.   I doubt it will last long in the sunlight but maybe you'd only need a fresh piece once a year.