I like this thought. Also.. underground rivers. Swimming would be a valuable skill for dwarves. Being clean is also valuable to them. Personally, I think the ability to take a bath should be preferred over showering by bucket. The zones should have a setting for whether only a single dwarf can use it at a time, though: you could designate small, one-at-a-time bathtubs for modest dwarves, and gender-specific or co-ed bathing areas for the less modest ones. I think co-ed would only be suitable for the least modest, but would give those few dwarves a happy thought similar to talking to a friend or something if they share such a bath.
To recap:
Zone with "shared pool" set to off - personal bathtubs - gives +2 happy thought to modest/not-social dwarves "Had a nice, relaxed bath lately", +1 to other dwarves "Had a nice bath lately".
Zone with "shared pool" set to men or women - gender-divided bathhouse - gives +2 happy thought to averagely modest/social dwarves (if shared with 1 dwarf or more) or highly-social/not-modest dwarves (if shared with 4 dwarves or more) "Had a good chat and a bath lately", +1 to anyone else "Had a nice bath lately".
Zone with "shared pool" set to all - co-ed bathhouse - same as above if shared with same gender, +2 to not-modest/highly-social dwarves if shared with any of opposite gender as well "Enjoyed a good chat and a bath lately", +1 to anyone else "Had a nice bath lately" but modest or not-social dwarves will refuse to use it if there's anyone of the opposite gender in the bath. If someone of the opposite gender walks in on one of these dwarves, the +1 thought will be prevented and the dwarf will step out. These dwarves will prefer free personal bathtubs though.
May be a bit too open-minded of me, but it seems like a nice thing to have. For dwarves, though, only 10% or so would actually enjoy the co-ed baths. Perhaps parties could also be held in bathhouses for like-minded dorfies.
Just some ideas to play around with.