I get this too - one time i threw up after having a bath.
I have to have warmish showers and baths now, then lay down for a while after to 'come back'.
I agree with Faith - it's the thyroid and adrenal state that causes this mainly.
With hypothyroid one tends to have lower body temp so bathing raises it and it has the effects you mention.
Also i think blood pressure is involved too - is your blood pressure low?
Mine is and i find i'm especially dizzy and trembly after bathing - my BPM will be racing with my BP extra low after a bath.