Ive never put a stop to it, rather Ive let my children let me know when they didnt want to shower/bath with me. I dont think something is 'dirty' or inappropriate unless someone makes you feel it KWIM...showering is completely natural and teaching your child good body cleaning habits in a controlled manor is easier if our there with them

I remember being heavily pg with W and having all 3 int he bath with me in the heat and my eldest was 8 at the time.