They don't *need* baths. Ball pythons naturally "self-cleanse" when they shed.
But I do bathe them when they do the poo roll. I handle them somewhat regularly, and I don't like stinky snakes. And honestly, it's easier for me to dump them in the tub and make them swim than to try to wipe down a gross snake.
(Lukewarm or even cool water is best---see the thread on "ball python hated bath" and temperature. I generally don't use soap unless they did something REALLY nasty and swimming in the bathtub didn't fix the smell.)