I've wondered about this myself.
There are pipes connected to metal taps and so on in the shower. For a lightning strike to get you, it would need to get to the water pipes that feed into the shower somehow. If it did that, the question is how it would get there and where it would go next.
It might depend in part on whether the pipes feeding the shower are metal or plastic or rubber or whatever. Chances are good that there's metal in there. If the pipes became electrified, then the taps and/or shower head could become electrified too. Then the water would increase the conductivity of the air, thereby providing a better conducting path through your body to the ground, which would Not Be Good.
My suspicion, however, is that those metal pipes probably lead back into the ground outside the house somewhere, and the charge from the lightning will probably prefer to find its way to the real ground (i.e. the Earth) by direct conduction through the metal, rather than taking a detour through a less-conductive human body. But then there's the issue that there's a LOT of charge flowing in a direct lightning strike, so even though the majority might get to ground by direct conduction through the pipes, there might still be enough following alternative paths to be a worry.
I'm actually not sure what lightning does when it hits a house, under normal circumstances. Obviously, it conducts to ground somehow, but I wonder what the most common path for it to do that is.
Can anybody help?