Ok, have to jump in here(no pun intended, well maybe)..
As a skydiver for over 20 years a D License holder and Pro rated demonstration parachutist for 14 years on a well known Team, yes they are illegal. If the cloud layer base was at 2000ft and it was solid, they technically could not jump. Even though a jumper can exit at 2000ft legally, the pilot of the aircraft would be flying illegally due to cloud separation and flight rules.
Skydiving through a cloud is against FAA regulations. They must follow separation rules just like a pilot. If the cloud layer was broken and they could see the ground, they are cleared to jump. However, the pilot would still have to adhere to VFR flight rules. So in many cases the pilot is breaking the rules.
I have jumped many, many times at 2000ft when the cloud layer was at 2500ft. I have jumped in pouring down rain when the ceiling was at legal altitudes. Rain isn't an issue. Not fun though.
If the OP was at the same airport the dropzone is at, then they were not legal. If they were in a different area where the weather could be different, then may not be an issue.
However, like one poster said, Dropzones only make money when jumpers exit that plane. These days most dropzones use GPS to "spot" the dropzone. A jumper nowadays, never really look out the plane until jump run and go when the pilot turns on the green light. Most cases, it wouldn't be the best direction of flight either, according to winds aloft or on the ground. Its how its done these days to make money.
So, I would say to the OP, if you know for certain they were jumping on the same airport. Then I would talk to the DZ owner. For one, you may solve the problem by letting the owner know that you know the rules. Two, you may save a life-yours or some young skydiver that is going along with the older jumpers to fit in. Which is wrong!. Most skydiving operations follow the rules. But there are some rogue operators out there though.
Good luck in whatever direction you go. I personally, as a pilot and jumper, would say something to the dz owner.