Everyone I know has shared this with me because I have a house bunny.  I admit I have never given Bella a bath.  Bunnies are very clean by nature and she isn't in a cage that keeps her walking in her own ...you know.  She is free to roam the entire bunny proofed house 24/7 and I keep her box changed virtually every time it is used.  That said, when I hold her on her back and stroke her forehead I have put her into a very relaxed state like this bun seems to be enjoying. I think for Bella the water would be a deal breaker though.