Individual water molecules are the same as water vapour ones but they are bonded together by relatively weak intermolecular bonds. The bonds between the H and O atoms are not symmetric and so the H and O of different molecules are attracted to each other. You can't get liquid water molecules through the breathable membrane without putting energy into it to separate the intermolecular bonds thus creating water vapour.
In real life you will not get water vapour to flow from a cool environment outside your jacket to a warm one inside it.
The coating on the outer face of breathable fabrics is there to attempt to prevent the face wetting out and creating a barrier to water vapour molecules.
The reasons breathable fabrics fail to keep you dry are that they either leak (at openings or places where the membrane has failed) or that they are incapable of transmitting the amount of water vapour you are sweating into them to the outside.