I don't see the harm (other than potentially being stressful), or the good - as the easier and less stressful solution would be to give him a water dish big enough for him to completely submerge himself in water.
That way he can choose to be in there, and it wont be as stressful as you plunking him into the bath everyday. Just make sure you change the water every day - and I wouldn't put COLD water in it, maybe room temp or a bit higher, but definitely not scalding.