If they think you are going to get killed by electrified water, not likely. You would have to have a perfect, uninterupted stream of water to carry the charge. Like this:

Source of Electricity __________________________________________________ You.

Guess what, I dare you to find me a shower head that shoots a pefect stream of water with no breaks in it. Most shower distribute water more like this:

Source of Electricity __ _ ___ _ __ _ _ _ _ _ _ ___ __ _ _ ____ __ _ ___ __ _ You.

See the problem? No closed circuit.

Mythbusters tried to make a water powered taser, and this was one of the issues they had. They couldn't find a way to keep the stream of water from breaking in transit. And, even when they did, the voltage drop off was too great.

jackfrost wrote:

I thought the supposed danger was from electricity being conducted to the drain at the bottom of the tub, not the stream from the shower head. I always assumed that could be possible since most drains are metal and you are standing in a puddle of water. That would mean that lightning would need to strike something leading to the waste water pipes though.

It's possible. Alot of older homes use the plumbing pipes as the ground for the circuit breakers, so it is possible, (Though, not likely) that a lightning bolt could strike the main power feed going into your home and shoot a bolt through the ground cable (Which is usually unjacketed) and travel to your pipes, the dispersement would be through all the pipes though. It would be like it hitting a spiderweb and the voltage would be distributed multiple directions, so not only would you not get the full voltage, but also water doesn't conduct as well as you may believe. Tap water is more conducting then distilled, but even then.