Maybe it's because it's indoors, and the water is warm? We had no plans to allow Tuxie indoors when she first showed up, since I hadn't yet embarked on 24 hr antihistamines everyday, so it was outdoors; the weather was quite hot, July in GA, but the water was cold (even though we let it stand in the sun for an hour beforehand to knock the worst of the chill off), so maybe she objected to that.
One of my stepsisters had a cat that would actually jump into the bubble bath with her. Tuxie likes to play in the bathtub, but only when there's no water in it -- as soon as my husband turns on the water to take a shower, man, she's outta there like a black streak of lightening.
Andria
ETA: another thought -- maybe they gave that kitteh tranqs? We had to do that to my ex's 2 cats when we moved from GA to MI, and those cats were completely blissed out... but still yowled most of the 800 miles.