In 62 years of life, I have never seen an actual news story of someone getting electrocuted by lightning while bathing, but it is possible. Electricity will always take the easiest path to ground. Your electronics have the privilege of being connected to wires above ground (more susceptible to lightning) with an easy path to ground through your electronics. Older homes that may not have a grounding rod for the electrical wiring would use the metal water line from the street to provide a path to ground. Your bathroom shower or tub is not likely to be the easiest path to ground. In the end, if you are uncomfortable showering during a lightning storm, just wait. They generally don’t last that long and no one needs to know why you are waiting.
Independent of the very minimal chance of a lightning strike causing electricity to jump to the water system, being naked in a shower if there is a lightning strike or a power outage makes things much harder to deal with. There is no real danger of electrocution but if the house gets hit there’s a chance of fire and you’re now in a dark slippery bathroom and have to get out and get dressed before you leave, or risk going outside half dressed in a storm.
Everyone is trying to connect the likelihood of lightning itself being the danger, but also consider what else happens during bad storms.
Power outages.
If you’re in the shower or bath during a power outage you’ll lose all light, and while most bathrooms do have windows to let in outside light those are likely darkened due to the storm itself. So now you’re soaking wet and attempting to transition into or out of the shower or bath, which is the most dangerous part of the entire process, in near complete darkness.
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