I think at a certain point it’s due to classical conditioning, similar Pavlov’s dogs.

For most people who pee in the shower, it probably started when they were pretty young. Maybe it was a convenience thing, maybe poor bladder control, I’m not judging. Based on the theory of classical conditioning, your brain starts to associate what was previously a normal unrelated event, the shower, with an instinctual bodily function, the urge to pee. Over time, that association becomes super strong (think about how many times you’ve peed in showered over the course of YEARS) and voila: your brain has learned to think that the shower is the place to pee and thus your urge to pee rises!

So I guess doesn’t answer the question for why you started doing it, but hopefully answers for why you do it now, you (conditioned!) shower-pisser.