I have never had to have the rain sensor reprogrammed when replacing a windshield - I have had issues over the years with the rain sensor on new windshields though. BMW glass comes with a new lens already attached that the sensor clips onto - works every time! The aftermarket glass, the tech has to remove the lens and glue it to the new windshield - rarely does this work, takes a really skilled technician.
2 things to check - first, make sure he actually plugged the rain sensor in under the plastic cover - sometimes they just forget and don't reconnect it when they are done.
Second - check from the outside how the sensor looks, usually when they try to glue it, it is full of bubbles and or places it doesn't not fit the contour of the windshield, if it isn't too bad, the rain sensor will just be triggered all the time, if it is really bad it won't work at all.
If it isn't just unplugged, then it is time to get them to do it right!
2008 E93 335i, GIAC Stage 2, HPF IC, Injen Intake, Defective AR Design DP's with useless cats
2014 X3 35i JB Stage 1, 2011 Audi S4 Giac Stage 2 + DSG Tune