Why is it when i am nervous i want to go to bathe?

Being nervous: I cannot say in your particular case but it might be a way to distract yourself from some overwhelming feeling. I see anxiety as one or many of these: fear, shame, distress, disgust, anger and surprise. Which is it for you? One might feel disgust and call it anxiety. Disgust with self? Therefore we bath. Just an idea. Talking to a therapist or just a good listener can help.

Being surrounded : By water in a tub can be extremely relaxing. For many it is a good antidote for anxiousness.