I don't really see why it would be a problem if it's only water... Ollie sticks his head in the shower sometimes too, but also gets a monthly bath.... I remember reading one time about a breed of house cat (I believe of Turkish origin) that loves to go swimming and this couple was breeding them at their house where the cats would go swimming in the pool with their dogs!
Just make sure your bath water's not too hot for the little guy!
I have on kitty that routinely joins me in the shower. She doesn't mind the spray of the water and will just sit in the shower stall or on the shelf above it sharing the water with me. If you were physically giving your cat a bath everyday, that would be one thing, but if the cat is voluntarily joining you in the bath, let the cat have the pleasure. Maybe somewhere in the lineage is a Turkish Van who is known for their love of water.