This seems to be a response to being submerged with water by any kind, but it seems that you remember it more in the shower because it’s rather discomforting to leave and go the toilet. It may be that you associate running water with urination like a Pavlovian response, but most of it is physiological.
Basically it’s [Mammalian Dive Response](https://www.reddit.com/r/explainlikeimfive/comments/1kk1mm/eli5_why_do_i_feel_like_i_have_to_pee_whenever_i/). Your body physiologically knows to excrete a certain hormone that increases atrial blood volume -> that releases sodium into your bloodstream -> you drain more water into your bladder.
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