As a bather, I also tried this idea a couple of years ago. I thought condensation would be an issue but the house I live in seems to have low humidity. The bigger downside for me was having to expend more time and effort cleaning the sides of the bath.

This summer, I tried taking cold showers as an alternative energy conservation measure. So far, this Autumn has been very mild in Ireland so I've been able to keep up the habit (I still treat myself to a bath once a week or so).