My vet suspects Marty might have an autoimmune disease and he's been experiencing hair loss as well. Like you, I first noticed it in the bath and I didn't think he'd have any hair left by the end of it. When he shakes (while wet) his hair covers the side of the bathtub and makes a huge mess. I feel so bad for him.
I would definitely have your vet check it out as soon as possible. We are treating Marty for allergies now before putting him through the more aggressive treatments for autoimmune disease and/or vasculitis. Does Ruby have any scabs or dark spots on her ears?