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.

Interesting. ISTR waxes cannot form a continuous film but remain a
series of individual molecules. I wonder whether the gaps between the
molecules allow the passage of vapour and, if so, whether consequent
applications would close those gaps.