Heat will affect Bg levels, hence the reason why Diabetic's are often advised to use Sauna's and Hot Tub's with caution. Showers and Baths are no different. It usually goes down but many have found it can also rise. Me included.......
The heat from the bath water or a shower will dilate blood vessels, which improves blood flow and helps the body use insulin better, that is why the use of hot tubs can be dangerous for some people with Diabetes.
It can also affect your blood pressure readings too, making it drop and perhaps feel light headed. It's a well documented effect that all Diabetic's but particularly those using hypo inducing medication need to be aware of. The temp of the water should not be too hot, however relaxing it might feel.
Another reason to be careful is that your feet are also at risk, especially if you have a cut. Any bacteria in the tubs can quickly find it's way in........
Been in one myself but made sure the water was at a suitable temperature, and there was no cuts/scratches on my feet. Just be careful, that's all.