It's not the end of the world but I'd take steps to remedy and prevent it.
Clean the rust off as best you can with a wire brush or steel wool.
Coat the axle end and the quick release skewer with a light layer of grease. Something that resists water will help.
I'd also try to get a little grease down inside the axle. Nothing crazy, a light coat will work.
All-weather riding is a challenge for bicycles. Most new bikes are not assembled with all-weather riding in mind. Inspect the rest of your bike for rust or needed lubrication. It would be best to set an inspection schedule for your bike.