A hot bath, like exercise, may let your insulin act quicker I think by speeding up blood flow.
But it could be coincidence as well. A miscalculation of carbs, the carbs acting slower because of fat content, bg on the way down already from things before, needing less insulin today for the same amount of carbs than yesterday, the colour of your socks, a period coming up or a 1000 other things.
I'm sorry to tell you that mystery highs and lows are a part of the game...
You know this happened once, so next time take an extra test to see what's happening and prevent the hypo (if it even happens)
Good luck!