Folk in Bath?...

Don't see why not,
as long as you don't risk any precious expensive instruments that need to be kept well away from water...

Definitely not any reed & bellows instruments that you play at lap/waist level...

Electric instruments of any kind would be lethal

Best stick to acoustic instruments you can play up at shoulder level,
but steam may still be an issue...


Folk in Shower?... best stick with cheap plastic instruments,
& don't drop the soap if it's a communal shower...

and Jacuzzi/Hot Tub?... well why not give it a go.. we're all mature adults...