Why do joints hurt when the weather changes?

Pressure changes. Inflamed joints are more sensitive to subtle changes in atmospheric pressure. Changing weather is associated with such changes. Almost any underlying joint inflammation/arthritis can act this way.
Barometer sign. There was a rheumatologist in philadelphia who would have his patients go into a chamber where he could change the temperature, humidity and barometric pressure. When he increased the humidity and dropped the barometric pressure, conditions before a thunderstorm people with a variety of muculoskeletal conditions woud have symptoms like you. The implication is this causes microedema.