Best place to look for mites is in the eye caps and under the chin of the animal. I see you looked for mites and that was not the reason he was soaking. Thats great news.
Soaking is not that bad, there is a couple of things you want to be aware of though. To much soaking can lead to scale-rot. Never fun. It can also keep the body temp to low and make for health problems.
Periodic soaking in my opinion is fine. If soaking becomes a problem, an easy fix is to just give them a drinking bowl and not something big enough to put their whole body in.
Sometimes they will presoak them selfs a few days or even a week before a shed comes on. So, keep an eye out for that too. Other then that, sometimes I think they just like the swim.
Sounds to me like your doing a good job.
Keep us posted.
David.