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Speakers of about any language but English agree that the idea that it may be raining cats and dogs is preposterous. But the same people do understand what an idiom is, and their own language may have fairly similar expressions (in French it rains ropes, or halberds, or as a cow pisses).
But are there languages where the very concept of idiom (as opposed to a specific idiom) makes no sense?
It depends on what you mean by "idiom"*, but I don't know of any examples, and if such a language were known to exist, it would be a big deal. So I would guess that nobody has identified any such natural language.
*Here's what I mean. Examples like "It's raining cats and dogs" are notably "flashy" or memorable idioms, since they paint a vivid (and in this case, ridiculous) picture when taken literally. You can easily find lists of such idioms in other commonly taught languages. But there are also less striking (or less amusing) examples of idiom in the context of the use of words like "hold" in not only literal senses like "hold a baby" but extended/metaphorical/abstract senses like "hold one's breath" or "hold a position", or in French, the use of the verb avoir not only in expressions like avoir une maison "have a house" but also in avoir honte "be ashamed". There are many more examples of the less obtrusive kind of idioms (where by "idiom" we mean merely that the meaning of the expression cannot be inferred completely from the meaning of its constituent parts). I don't know whether there are any languages that have idioms like avoir honte or "hold one's breath" but lack idioms like "raining cats and dogs".
I don't think that any concept of “idiom” could be considered a property of specific languages. Rather, idioms are ways how humans use language to express things, to explain things in a way that's not strictly literal.
Idioms enrich the language, they make it interesting, they even allow individual people to express themselves in a unique, personal way. Many things that are commonly expressed in idioms are quite difficult to express literally, sometimes the literal words are considered taboo or otherwise carry a negative connotation, or are inappropriate in formal contexts, etc.
Language without idioms would be limited to literal expressions and sound exceedingly verbose, crude, technical, even robotic, soulless, deprived of human character and originality.
