Hello, yes ball pythons can enjoy baths occasionally. But are you sure he wasn't trying to get out of the water? (baths for reptiles should not be "warm" closer to luke warm them warm) and with the cage, your're snake should spend the majority of his time toward the warm side, paired with this info and the fact he had a bad shed, I would check your cage out. He should have a hide on the warm and cool side. His humidity Probably is to low I'd check that. Lastly i would make sure the hot side is not to HOT. ( Also if you're humidity is to low try providing a humid hide.). If all is well, then maybe you just have "an odd ball"Pun intended.